Interface to the MOSEK solver via its low level Optimizer API.
Supports both MOSEK 8 and 9.
The low level API is tedious to interface, but is currently much faster than the high level Fusion API, which would be the prefered interface otherwise.
Initialize a MOSEK (Optimizer) solver interface.
problem (Problem) – The problem to be solved.
SUPPORTED= <Specification: Optimize AffineExpression, QuadraticExpression subject to AffineConstraint, SOCConstraint, RSOCConstraint, ConvexQuadraticConstraint, LMIConstraint using any variables and any options.>¶
This references a MOSEK environment, which is shared among all MOSEKSolver instances. (The MOSEK documentation states that “[a]ll tasks in the program should share the same environment.”)
The major version of the available MOSEK library.