MOSEK-MATLAB

December 27, 2019 ยท View on GitHub

Introduction

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