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Questions tagged [mosek]

MOSEK is a software package for the solution of linear, mixed-integer linear, quadratic, mixed-integer quadratic, quadratically constraint, conic and convex nonlinear mathematical optimization problems.

96 questions
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Maximum volume inscribed ellipsoid in a polytope/set of points

Later Edit: I uploaded here a sample of my original data. It's actually a segmentation image in the DICOM format. The volume of this structure as it is it's ~ 16 mL, so I assume the inner ellipsoid volume should be smaller than that. to extract the…
RMS
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CVXOPT output suppression with MOSEK

I'm using the optional MOSEK solver with CVXOPT Quadratic Programming, i.e. sol = cvxopt.solvers.qp(-Q,-p,G,h,A,b,solver='mosek') Now without using the MOSEK solver, i.e. sol = cvxopt.solvers.qp(-Q,-p,G,h,A,b) Terminal output generated by CVXOPT…
Dan
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Libraries affecting other libraries in a Makefile

I am facing a weird problem in the following Makefile: # Mosek path MOSEKPATH = /autofs/fs1.ece/fs1.eecg.najm/b/b1/power_grid_code/mosek # Include paths INCPATHS = -I$(MOSEKPATH)/7/tools/platform/linux64x86/h -I/usr/include/suitesparse…
Mohammad Fawaz
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How do I reshape variables in MOSEK

I am trying to convert an optimization code written in MATLAB CVX to Python code that directly calls the solver MOSEK. My optimization consists of the following type of equation: ||Ax-b|| + regularizer. x is a three-dimensional variable whose…
A Khan
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Solving SDP problems with pyomo and Mosek

The output of my solver gives the following error>> Error: rescode.err_qcon_upper_triangle(1417): Only elements in the lower triangle of the quadratic terms should be specified. The element q[1,12] is in the upper triangle of 0th constraint is…
A B B
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CVXR using Mosek for a quadratic minimization problem

I'm trying to solve a Quadratic optimization problem with linear constrains using the R package CVXR. Although the default solver is able to solve the optimization, Mosek solver is not. The reason I'm looking to use Mosek is because I need to solve…
Alejandro Andrade
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How to abs a Expression in mosek.fusion.Model?

I want to solve the optimization of maximizing the objective which is the sum of the absolute value of a matrix. However, I cannot find the accurate way to get that: for example: import mosek.fusion as mf from mosek.fusion import Model, Domain,…
Zihan Yang
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Mosek solver failing when constraints added to optimisation problem (10000 variable, using Python/cvxpy)

In short The optimisation problem below is declared infeasible when run with Mosek, but is solvable (easily and accurately) using the open-source solver ECOS. I'm wondering: why is such an advanced commercial solver like Mosek failing to solve this…
Gareth Williams
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Mosek Markowitz Portfolio Transaction Costs - Python Fusion

I am trying to better understand how various parts of the mosek optimizer work and cannot quite understand the logic of the following constraints etc. It I have the following code: n = 3 x0 = [-20.0, -50.0, -10.0] t = [0.01, 0.01, 0.01] TC =…
bpython
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Xcode Library not loaded mosek (@loader_path)

I just downloaded the Mosek library and tried adding it to my project. I followed all the steps from the API and I managed to run the lo1 example using the provided Makefile INCPATHS=-I../../platform/osx64x86/h…
JonathanLeblanc
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SOCP: minimize sum of euclidean norms

I need to optimize a portfolio given side constraints on the past performance of the portfolio (in terms of Value-at-Risk). A simplified version of my problem is min t s.t. t >= (w'H1w)^0.5 + (w'H2w)^0.5 = ||G1w||_2 + ||G2w||_2 (1) …
BayerSe
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Solving many convex programs in parallel

If I have 10,000 instances of a quadratic program, what is the fastest way to solve these programs? For loop Parallelizing over CPU threads Does this even do anything? GPU parallelization as far as I can tell, is not available.
HoliInn
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How to install mosek for cvxpy?

Previously I used command conda install -c mosek mosek to install mosek(my IDE is VS Code and use anaconda environment). After I installed it, I ran a program for a convex optimization problem, and one line of code was(because I want to choose mosek…
Lancdorr
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cvxpy + mosek: The lower bound specified is not a number (nan)

In below code snippet I am trying to do a very simple linear regression using cvxpy and mosek solver weight = df2['weight'].to_numpy() A = df2[ regressors ].to_numpy() x = cp.Variable(len(regressors )); R = df2['y'].to_numpy() cost = cp.sum_squares(…
Matt Frank
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Get Mosek License's usage stats

We have purchased multiple Mosek Floating Licenses We want to get Mosek License's usage information (i.e. which employee was using the license at what point of time). Something like this: Although, there's seems to be a low level log file lmgrd.log…
user14
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