Mosek¶
Mosek is a versatile linear, quadratic, quadratically constrained and conic optimizer that supports continuous and discrete variables.
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How to use it¶
ampl: option solver mosek; # change the solver
ampl: option mosek_options 'option1=value1 option2=value2'; # specify options
ampl: solve; # solve the problem
At a glance¶
Resources¶
Features¶
Problem types:
LP, QP, QCP
MIP, MIQP, MIQCP, (MI)SOCP
Features for all models:
Problem input
Model investigation
Dealing with infeasibility/unboundedness
Features for MIP models:
Model investigation
Solver options¶
Full list of solver options:
Many solver parameters can be changed directly from AMPL, by specifying them as a space separated string in the option mosek_options.
A list of all supported options is available here or can be obtained by executing the solver driver with the -= command line parameter:
mosek -=
or from AMPL:
shell "mosek -=";
Solver options can have multiple aliases, to accomodate for different user types.
The main numenclature is given first in the -= output, then followed by aliases in brackets,
see for example the listing for lim:iter:
lim:iter (iterlim, iterlimit)
Iteration limit (default: no limit).
The main numenclature contains a prefix (lim: in this case) to help categorize and find the
options relevant to a context. To list only the options with a specific prefix (lim: for this example),
run:
mosek -=lim:
Specifying solver options and solving a model¶
After formulating the model in AMPL, execute the following to select Mosek as solver and pass the two options:
return_mipgap=3 and outlev=1.
option solver mosek;
option mosek_options "retmipgap=3 outlev=1";
solve;
Retrieving solutions¶
The outcome of the last optimization is stored in the AMPL parameter solve_result_num and the relative message in
solve_result.
display solve_result_num, solve_result;