An interface for the MOSEK solver.
An interface for the MOSEK solver.
MOSEK() ## S4 method for signature 'MOSEK' mip_capable(solver) ## S4 method for signature 'MOSEK' import_solver(solver) ## S4 method for signature 'MOSEK' name(x) ## S4 method for signature 'MOSEK,Problem' accepts(object, problem) ## S4 method for signature 'MOSEK' block_format(object, problem, constraints, exp_cone_order = NA) ## S4 method for signature 'MOSEK,Problem' perform(object, problem) ## S4 method for signature 'MOSEK' solve_via_data( object, data, warm_start, verbose, feastol, reltol, abstol, num_iter, solver_opts, solver_cache ) ## S4 method for signature 'MOSEK,ANY,ANY' invert(object, solution, inverse_data)
solver, object, x |
A MOSEK object. |
problem |
A Problem object. |
constraints |
A list of Constraint objects for which coefficient andd offset data ("G", "h" respectively) is needed |
exp_cone_order |
A parameter that is only used when a Constraint object describes membership in the exponential cone. |
data |
Data generated via an apply call. |
warm_start |
A boolean of whether to warm start the solver. |
verbose |
A boolean of whether to enable solver verbosity. |
feastol |
The feasible tolerance. |
reltol |
The relative tolerance. |
abstol |
The absolute tolerance. |
num_iter |
The maximum number of iterations. |
solver_opts |
A list of Solver specific options |
solver_cache |
Cache for the solver. |
solution |
The raw solution returned by the solver. |
inverse_data |
A list containing data necessary for the inversion. |
mip_capable: Can the solver handle mixed-integer programs?
import_solver: Imports the solver.
name: Returns the name of the solver.
accepts: Can MOSEK solve the problem?
block_format: Returns a large matrix "coeff" and a vector of constants "offset" such
that every Constraint in "constraints" holds at z in R^n iff
"coeff" * z <=_K offset", where K is a product of cones supported by MOSEK
and CVXR (zero cone, nonnegative orthant, second order cone, exponential cone). The
nature of K is inferred later by accessing the data in "lengths" and "ids".
perform: Returns a new problem and data for inverting the new solution.
solve_via_data: Solve a problem represented by data returned from apply.
invert: Returns the solution to the original problem given the inverse_data.
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