MOSEK version 7.0.0.75

MOSEK version 7.0.075 is now available for download. The major bug fixes are:

• Fixed several bugs in the conic optimizer that made it terminate prematurely in some cases.
• Fixed several bugs in Fusion. One could cause it to crash.
• Fixed a bug in the function removevars.
• Fixed a rarely occurring bug in the presolve.
• Bug fixes and cosmetic changes to Fusion.
• Fixed a bug in the conic optimizer that in rare cases generated an assert.
• Added missing Fusion examples to the distribution.

MOSEK version 7.0.0.68

MOSEK version 7.0.0.68 is now available for download at the MOSEK website. The following issues

• The examples for MATLAB Fusion has been added to distribution.
• When writing LP files a lot debug output was produced.
• Fixed a bug in the conic optimizer hurting the performance.
• Fixed some issues in the nonlinear function interface.
• Fixed a bug that affected the exitflag from linprog and friends in the optimization toolbox for MATLAB.
• Fixed bug that made Fusion feed the wrong variables name into the optimizer.

have been resolved since the last release.

MOSEK version 7 and Rmosek

Currently, the version of the Rmosek interface on CRAN does not support MOSEK version 7. This issue may never be fixed because it seems CRAN does not like commercial software anymore and therefore  MOSEK  may be removed from CRAN.

Therefore, an updated version of Rmosek inteface is available for download here.

MOSEK version 7 is released

The final MOSEK version 7 is now released and available from the MOSEK download page.

The highlights of MOSEK version 7 are:

• Semidefinite optimization capabilities. (Requires a PTON license).
• New additional parallelized mixed integer optimizer.  
• Fusion. A tool for developing models quickly in Java, .NET, and Python.
• Exploiting AVX instructions in the latest INTEL CPUs.
• Automatically detect and run on multiple CPU cores.

MOSEK version 7.0.0.60 (RC)

The final release candidate for MOSEK version 7 is now available from the MOSEK website. The most important fix is that this version works with the latest MATLAB versions without crashing on 64 bit Linux. However, many minor bug fixes have also been included.

We expect the final version of MOSEK version 7 to be released before 14th of May.

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.