runMosek: Running Rmosek

In ivmte: Instrumental Variables: Extrapolation by Marginal Treatment Effects

Description

This function solves the LP/QCQP problem using the Rmosek package. The object generated by lpSetup is not compatible with the Rmosek functions. This function adapts the object to solve the LP problem. See runGurobi and runCplexAPI for additional error code labels.

Usage

runMosek(model, modelsense, solver.options, debug = FALSE)

Arguments

model	list of matrices and vectors defining the linear programming problem.
modelsense	input either 'max' or 'min' which sets the LP problem as a maximization or minimization problem.
solver.options	list, each item of the list should correspond to an option specific to the LP solver selected.
debug	boolean, indicates whether or not the function should provide output when obtaining bounds. The output provided is the same as what the Mosek would send to the console.

Value

a list of the output from Rmosek. This includes the objective value, the solution vector, and the optimization status (status of 1 indicates successful optimization).

ivmte documentation built on Sept. 17, 2021, 5:06 p.m.