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add MOSEK solver #189
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add MOSEK solver #189
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Codecov ReportAttention:
Additional details and impacted files@@ Coverage Diff @@
## master #189 +/- ##
==========================================
+ Coverage 87.62% 89.15% +1.53%
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Files 14 15 +1
Lines 2989 3291 +302
Branches 669 753 +84
==========================================
+ Hits 2619 2934 +315
+ Misses 277 248 -29
- Partials 93 109 +16
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closes #35 |
Thankful for an idea how I can stop CI for MOSEK, since license is commercial. |
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Solve a linear problem using the MOSEK solver.
category: commercial
https://www.mosek.com/
For more information on solver options, see
https://docs.mosek.com/latest/pythonapi/parameters.html#doc-all-parameter-list
https://docs.mosek.com/latest/pythonapi/index.html#
Install with
pip install mosek
Needs license setup (free academic): https://www.mosek.com/products/academic-licenses/
Tested locally and passed all tests. However, quadratic problems are not supported yet.
MOSEK does not understand "integer" as a label in the LP-file. It understands "general" however, and all other solvers also seem to. Not sure if you want to change the label completely, or have this as function argument.
MOSEK can also compute IIS (for later).