MOSEK-MATLAB

Introduction

• MOSEK Optimization Toolbox for MATLAB. https://docs.mosek.com/9.0/toolbox/install-interface.html
• Personal academic license for MOSEK are free. https://www.mosek.com/products/academic-licenses/
• MOSEK packages downloading. https://download.mosek.com/stable/wheel/index.html

Installation

• git clone https://github.com/star2dust/MOSEK-MATLAB.git

• Setting up the paths:

  addpath('<MSKHOME>/mosek/9.0/toolbox/r2015a')

• or, if you do not want to overload functions such as linprog and quadprog from the MATLAB Optimization Toolbox with their MOSEK versions, then write:

  addpath('<MSKHOME>/mosek/9.0/toolbox/r2015aom')

• You can verify that Optimization Toolbox for MATLAB works by executing

  mosekdiag