Using simplex method with Mosek with MosekTool package

[odow]

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)