Rmosek: The R-to-MOSEK Optimization Interface

Share:

An interface to the MOSEK optimization library designed to solve large-scale mathematical optimization problems. Supports linear, quadratic and second order cone optimization with/without integer variables, in addition to the more general separable convex problems. Trial and free academic licenses available at http://www.mosek.com.

Author
Henrik Alsing Friberg
Date of publication
2014-12-13 17:23:24
Maintainer
Henrik Alsing Friberg <haf@mosek.com>
License
LGPL (>= 2.1)
Version
1.2.5.1
URLs

View on CRAN

Man pages

mosek
Solve an optimization problem
mosek_clean
Release an acquired MOSEK license
mosek_lptoprob
Construct problem from a linear program
mosek_qptoprob
Construct problem from a quadratic program
mosek_read
Read problem from a model file
mosek_version
Version of the MOSEK Optimization Library
mosek_write
Write problem to a model file

Files in this package

Rmosek
Rmosek/COPYING
Rmosek/inst
Rmosek/inst/extdata
Rmosek/inst/extdata/milo1.opf
Rmosek/inst/extdata/lo1.opf
Rmosek/inst/extdata/sco1.opf
Rmosek/inst/extdata/qo1.opf
Rmosek/inst/extdata/cqo1.opf
Rmosek/inst/extdata/sco1.sco
Rmosek/inst/doc
Rmosek/inst/doc/userguide.pdf
Rmosek/configure_script.R
Rmosek/src
Rmosek/src/setup
Rmosek/src/setup/i386
Rmosek/src/setup/i386/Localsys.txt
Rmosek/src/setup/x64
Rmosek/src/setup/x64/Localsys.txt
Rmosek/src/Makevars
Rmosek/src/rmsk_msg_mosek.h
Rmosek/src/rmsk_msg_base.h
Rmosek/src/compatibility
Rmosek/src/compatibility/pkgMatrixVersion.h
Rmosek/src/compatibility/overwriteHead.h
Rmosek/src/compatibility/overwriteBody.cc
Rmosek/src/compatibility/fallbacks.h
Rmosek/src/compatibility/overwriteHead.cc
Rmosek/src/compatibility/fallbacks.cc
Rmosek/src/compatibility/cpp98_mosek.h
Rmosek/src/rmsk_msg_base.cc
Rmosek/src/rmsk_obj_qobj.cc
Rmosek/src/rmsk_obj_sexp.cc
Rmosek/src/rmsk_obj_matrices.cc
Rmosek/src/rmsk_utils_scopt.cc
Rmosek/src/rmsk_utils_sexp.cc
Rmosek/src/rmsk_globalvars.h
Rmosek/src/rmsk_utils_interface.h
Rmosek/src/rmsk_utils_mosek.h
Rmosek/src/rmsk_obj_arguments.cc
Rmosek/src/rmsk_numeric_casts.h
Rmosek/src/rmsk_obj_constraints.cc
Rmosek/src/rmsk_obj_arguments.h
Rmosek/src/rmsk_globalvars.cc
Rmosek/src/rmsk_obj_matrices.h
Rmosek/src/rmsk_utils_interface.cc
Rmosek/src/rmsk_utils_scopt.h
Rmosek/src/rmsk_obj_mosek.cc
Rmosek/src/Rmosek.cc
Rmosek/src/rmsk_msg_mosek.cc
Rmosek/src/rmsk_utils_mosek.cc
Rmosek/src/rmsk_namespace.h
Rmosek/src/rmsk_obj_qobj.h
Rmosek/src/local_stubs.h
Rmosek/src/rmsk_obj_mosek.h
Rmosek/src/rmsk_obj_sexp.h
Rmosek/src/rmsk_obj_constraints.h
Rmosek/src/local_stubs.cc
Rmosek/src/rmsk_utils_sexp.h
Rmosek/NAMESPACE
Rmosek/NEWS
Rmosek/R
Rmosek/R/transformations.R
Rmosek/R/obtain_sparsematrix.R
Rmosek/R/main.R
Rmosek/MD5
Rmosek/DESCRIPTION
Rmosek/configure
Rmosek/man
Rmosek/man/mosek_version.Rd
Rmosek/man/mosek.Rd
Rmosek/man/mosek_lptoprob.Rd
Rmosek/man/mosek_read.Rd
Rmosek/man/mosek_clean.Rd
Rmosek/man/mosek_qptoprob.Rd
Rmosek/man/mosek_write.Rd
Rmosek/configure.win
Rmosek/COPYING.LGPL