MosekTools is the
MathOptInterface.jl
implementation for the MOSEK solver. The low-level solver API for MOSEK is
found in the package Mosek.jl.
The Mosek specific model object (used for example with JuMP) is created as
using MosekTools
model = Mosek.Optimizer()hence to use Mosek in a JuMP model, do, e.g.,
using JuMP
using MosekTools
model = Model(optimizer_with_attributes(Mosek.Optimizer, "QUIET" => false, "INTPNT_CO_TOL_DFEAS" => 1e-7))The parameter QUIET is a special parameter that when set to true
disables all Mosek printing output.
All other parameters can be found in the Mosek doc.
Note that the prefix MSK_IPAR_ (for integer parameters), MSK_DPAR_ (for
floating point parameters) or MSK_SPAR_ (for string parameters) are optional.
If they are not given, they are inferred from the type of the value. For
instance, in the example above, as 1e-7 is a floating point number, the
parameters name used is MSK_DPAR_INTPNT_CO_TOL_DFEAS.