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CVXR Mosek Setting #39

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EMTRANSLATEUR355 opened this issue Feb 4, 2019 · 1 comment
Closed

CVXR Mosek Setting #39

EMTRANSLATEUR355 opened this issue Feb 4, 2019 · 1 comment

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@EMTRANSLATEUR355
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Hi, first thanks for the wonderful package.

I have already installed 3 times Mosek. It is working in python but CVXR (r package) function installed_solvers() is not able to find MOSEK.

installed_solvers()
[1] "ECOS" "ECOS_BB" "SCS" "LPSOLVE" "GLPK"

I'm working on a MACos Mojave. I installed Mosek via conda comand, got an academic license, create a folder in the home directory with the name mosek and put the license file in it. Then I tested in jupyter lab the following script https://docs.mosek.com/8.1/pythonapi/design.html#hello-world-in-mosek and getting the result
Solution x = 2.0 , so Mosek is working.
Then I installed reticulate, use the default directory, replace it by
use_python("/Users/apple/anaconda3")
and
use_python("/Users/apple/anaconda3/lib/python3.6")
In any of them, the function installed_solvers() has found mosek. My session info is the following

R version 3.4.3 (2017-11-30)
Platform: x86_64-apple-darwin15.6.0 (64-bit)
Running under: macOS 10.14.1

Matrix products: default
BLAS: /System/Library/Frameworks/Accelerate.framework/Versions/A/Frameworks/vecLib.framework/Versions/A/libBLAS.dylib
LAPACK: /Library/Frameworks/R.framework/Versions/3.4/Resources/lib/libRlapack.dylib

locale:
[1] en_US.UTF-8/en_US.UTF-8/en_US.UTF-8/C/en_US.UTF-8/en_US.UTF-8

attached base packages:
[1] stats graphics grDevices utils datasets methods base

other attached packages:
[1] reticulate_1.10 Matrix_1.2-12 CVXR_0.99-2 e1071_1.6-8 rstudioapi_0.7 openxlsx_4.0.17

loaded via a namespace (and not attached):
[1] Rcpp_0.12.14 lpSolveAPI_5.5.2.0-17 bit_1.1-12 lattice_0.20-35
[5] R6_2.2.2 tools_3.4.3 grid_3.4.3 R.oo_1.21.0
[9] scs_1.1-1 class_7.3-14 bit64_0.9-7 gmp_0.5-13.1
[13] ECOSolveR_0.4 Rglpk_0.6-3 R.utils_2.6.0 slam_0.1-40
[17] compiler_3.4.3 Rmpfr_0.7-0 R.methodsS3_1.7.1 jsonlite_1.5

The documentation in https://cvxr.rbind.io/cvxr_examples/cvxr_using-other-solvers/ doesn't really say how to solve the problem. Could you help me? Thanks

@bnaras
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bnaras commented Feb 7, 2019

I'm going to close this because you seem to have managed to fix your MOSEK invocation.

@bnaras bnaras closed this as completed Feb 18, 2019
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