Tuesday, April 23, 2013

Version 7 installation troubles

The installation of MOSEK version 7 has been simplified compared to previous versions. In particular on Linux and MAC OSX the setting OS variables has been eliminated. Nevertheless troubles may arise unfortunately.

A common installation problem occurs if MOSEK version 7 is installed on a system that have had version 6 installed previously because then version 7 picks up the version 6 license file unless the OS environment variable MOSEKLM_LICENSE_FILE is removed. By default MOSEK version 7  reads the license file $HOME/mosek/mosek.lic where $HOME represents the users home directory. However, the method of using the OS variable MOSEKLM_LICENSE_FILE to point to the license file still works.  If only version 7 is employed it is strongly recommend to remove the setting of the OS variable MOSEKLM_LICENSE_FILE and then use the default location the license file. Alternatively MOSEKLM_LICENSE_FILE should be updated to point to the version 7 license file which can be used by version 6 too.

MAC OSX installation troubles

It is fairly normal to experience installation troubles when installing MOSEK version 6 on MAC OSX. The reason is that MOSEK version 6 relied on the setting of some operating system (OS) variables. However, Apple has changed the OS so in newer versions the OS variables are not available to applications such as MOSEK.

The easiest and best solution to the troubles is to upgrade to MOSEK version 7 which does not require setting of any OS variables. After unpacking MOSEK then a valid license file should be placed in $HOME/mosek/mosek.lic and then  MOSEK should work.

Note MOSEK does not include any GUI so it should be use from the command line for instance.

Monday, April 22, 2013

Rmosek installation issues: A workaround

Some customers have reported problems with installing Rmosek on R 2.15.3. The installation seems to give the same error as described at:
We suggest the following workaround. First manually installing the Matrix package using the command
> install.packages("Matrix", dependencies=TRUE)
and then installing Rmosek as 
> install.packages("Rmosek", type="source", INSTALL_opts="--no-multiarch", configure.vars="PKG_MOSEKHOME=/home/joachim/rhome/mosek/6/tools/platform/linux64x86 PKG_MOSEKLIB=mosek64")
should solve the problem. The last command line should be adapted to the local platform and installation of course.