Mosek¶

Initial setup¶

from pyoptinterface import mosek

model = mosek.Model()

You need to follow the instructions in Getting Started to set up the optimizer correctly.

If you want to manage the license of Mosek manually, you can create a mosek.Env object and pass it to the constructor of the mosek.Model object, otherwise we will initialize an implicit global mosek.Env object automatically and use it.

env = mosek.Env()

model = mosek.Model(env)

The capability of `mosek.Model`¶

Supported constraints¶

Constraint	Supported
`model.add_linear_constraint`	✅
`model.add_quadratic_constraint`	✅
`model.add_second_order_cone_constraint`	✅
`model.add_exp_cone_constraint`	✅
`model.add_sos_constraint`	❌

Supported model attribute ¶

Attribute	Get	Set
Name	❌	❌
ObjectiveSense	✅	✅
DualStatus	✅	❌
PrimalStatus	✅	❌
RawStatusString	✅	❌
TerminationStatus	✅	❌
BarrierIterations	❌	❌
DualObjectiveValue	✅	❌
NodeCount	❌	❌
NumberOfThreads	✅	✅
ObjectiveBound	❌	❌
ObjectiveValue	✅	❌
RelativeGap	✅	✅
Silent	✅	✅
SimplexIterations	❌	❌
SolverName	✅	❌
SolverVersion	✅	❌
SolveTimeSec	✅	❌
TimeLimitSec	✅	✅

Supported variable attribute ¶

Attribute	Get	Set
Value	✅	❌
LowerBound	✅	✅
UpperBound	✅	✅
Domain	✅	✅
PrimalStart	❌	✅
Name	✅	✅
IISLowerBound	❌	❌
IISUpperBound	❌	❌
ReducedCost	✅	❌

Supported constraint attribute ¶

Attribute	Get	Set
Name	✅	✅
Primal	✅	❌
Dual	✅	❌
IIS	❌	❌

Solver-specific operations¶

Parameter¶

For solver-specific parameters, we provide get_raw_parameter and set_raw_parameter methods to get and set the parameters.

model = mosek.Model()

# get the value of the parameter
value = model.get_raw_parameter("MSK_DPAR_OPTIMIZER_MAX_TIME")

# set the value of the parameter
model.set_raw_parameter("MSK_DPAR_OPTIMIZER_MAX_TIME", 10.0)

Information¶

Mosek provides information for the model. We provide model.get_raw_information(name: str) method to access the value of information.