Interface to the MOSEK solver via its high level Fusion API.
Supports both MOSEK 8 and 9.
The Fusion API is currently much slower than MOSEK’s low level Python API. If this changes in the future, the Fusion API would be the prefered interface.
Initialize a MOSEK (Fusion) solver interface.
problem (Problem) – The problem to be solved.
SUPPORTED= <Specification: Optimize AffineExpression subject to DummyConstraint, AffineConstraint, SOCConstraint, RSOCConstraint, LMIConstraint using any variables and any options.>¶
The major version of the available MOSEK library.