![]() ![]() For small problems using multiple threads may be counter-productive because of the associated overhead. We recommend experimenting with various thread numbers to determine the optimal settings. The speed-up obtained when using multiple threads is highly problem and hardware dependent. This should never exceed the number of cores. However, the maximum number of threads allowed can be changed by setting the parameter MSK_IPAR_NUM_THREADS and related parameters. ![]() By default MOSEK will automatically select the number of threads. The interior-point and mixed-integer optimizers in MOSEK are parallelized. ![]() If at least one name cannot be written to a given format then generic names and substitutions of offending characters will be used when saving to a file, resulting in a transformation of all names in the problem. Note that file formats impose various restrictions on names, so not all names can be written verbatim to each type of file. Names of various elements of the problem are assigned using the names structure within an optimization problem specification prob. On the other hand, note that assigning names can substantially increase setup time, so it should be avoided in time-critical applications. Assigning meaningful names to variables and constraints makes it much easier to understand and debug optimization problems dumped to a file. ![]() When using MOSEK with the MATLAB compiler it is necessary manually:Ĭopy the MEX file to the directory with MATLAB binary files andĬopy the mosekopt.m file back after compilation.Īll elements of an optimization problem in MOSEK (objective, constraints, variables, etc.) can be given names. The functions mskoptimget and mskoptimset are not fully compatible with the MATLAB counterparts, optimget and optimset, so the MOSEK versions should only be used in conjunction with the MOSEK implementations of linprog, etc., and similarly optimget should be used in conjunction with the MATLAB implementations. These functions are described in detail in Sec. Mskoptimset: Setting up an options structure for MATLAB compatible functions. Mskoptimget: Getting an options structure for MATLAB compatible functions. Lsqnonneg: Minimizes a least-squares objective with nonnegativity constraints. Lsqlin: Minimizes a least-squares objective with linear constraints. Quadprog: Solves quadratic optimization problems. Intlinprog: Solves a linear optimization problem with integer constrained variables. Linprog: Solves linear optimization problems. Therefore, we recommend to mosekopt function if possible because that give rise to the least overhead and provides the maximum of features.Ĭompatibility with the MATLAB Optimization Toolboxįor compatibility with the MATLAB Optimization Toolbox, MOSEK provides the following functions: It provides an interface to MOSEK that is employed by all the other functions provided in the toolbox. The central part of Optimization Toolbox for MATLAB is the mosekopt MEX file. This section contains some more in-depth technical guidelines for Optimization Toolbox for MATLAB, not strictly necessary for basic use of MOSEK. ![]()
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