Using simplex method with Mosek with MosekTool package

Specific Domains Optimization (Mathematical)
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1

Hi,

I want to solve a linear programming problem with the SumOfSquare package with Mosek. How can I tell the MosekTool package that Mosek use the simplex method instead of the interior point method?

2

Use the MSK_IPAR_OPTIMIZER parameter: 15.5 Parameters (alphabetical list sorted by type) — MOSEK Optimization Toolbox for MATLAB 10.0.26

I don’t have Mosek so I can’t test, but perhaps something like:

set_optimizer_attribute(model, "MSK_IPAR_OPTIMIZER", Mosek.MSK_OPTIMIZER_FREE_SIMPLEX)
3

It works, thank you.

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