# 5 Guidelines¶

## 5.1 The **MOSEK** integration with MATLAB¶

In this section we provide some details concerning the integration of **MOSEK** with MATLAB. The information in this section is not strictly necessary for basic use of the **MOSEK** optimization toolbox for MATLAB.

### 5.1.1 The `mosekopt`

MEX file¶

The central part of **MOSEK** optimization toolbox for MATLAB is the `mosekopt`

MEX file. The mex file provides an interface to **MOSEK** that is employed by all the other
**MOSEK** MATLAB functions. Therefore, we recommend to `mosekopt`

function if possible because that give rise to the least overhead and provides the maximum of features.

### 5.1.2 Controlling log-output from `mosekopt`

¶

Solver log-output is controlled using the `echo`

parameter for `mosekopt`

. The output is directed to the MATLAB console window.
In newer versions of MATLAB (2015 or newer), the console output is not displayed until after the solver has terminated, which is a nuisance for long-running optimization tasks.
As an accomodation, the log output can be copied to a log-file, using the `log`

parameter for `mosekopt`

. This log-file can then be inspected during the optimization
task.

### 5.1.3 Compatibility with the MATLAB Optimization Toolbox¶

For compatibility with the MATLAB Optimization Toolbox, **MOSEK** provides the following functions:

`linprog`

: Solves linear optimization problems.`intlinprog`

: Solves a linear optimization problem with integer constrained variables.`quadprog`

: Solves quadratic optimization problems.`lsqlin`

: Minimizes a least-squares objective with linear constraints.`lsqnonneg`

: Minimizes a least-squares objective with nonnegativity constraints.`mskoptimget`

: Getting an`options`

structure for MATLAB compatible functions.`mskoptimset`

: Setting up an`options`

structure for MATLAB compatible functions.

These functions are described in detail in Section 17.1. 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 conjuctions with the **MOSEK** implementations of `linprog`

, etc., and similarly `optimget`

should be used in conjunction with the MATLAB implementations.

The corresponding MATLAB file for each function is located in the `toolbox/solvers`

directory of the **MOSEK** distribution.

### 5.1.4 **MOSEK** and the MATLAB Parallel Computing Toolbox¶

Running **MOSEK** with the MATLAB Parallel Computing Toolbox requires multiple **MOSEK** licenses, since each thread runs a separate instance of the **MOSEK** optimizer. Each thread thus requires a **MOSEK** license.

## 5.2 Caveats Using the MATLAB Compiler¶

When using **MOSEK** with the MATLAB compiler it is necessary manually

- to remove
`mosekopt.m`

before compilation,- copy the MEX file to the directory with MATLAB binary files and
- copy the
`mosekopt.m`

file back after compilation.

## 5.3 The license system¶

**MOSEK** is requires a license when used which is implemented as follows

- a license token is checked out when any
**MOSEK**function involving optimization, as for instance`mosekopt`

is called the first time and - it is returned when MATLAB is terminated.

Now if the license should be checked in after use and hence be made available for another user then the license caching should be disabled as follows

```
param.MSK_IPAR_CACHE_LICENSE = 'MSK_OFF'; % set parameter.
[r,res] = mosekopt('minimize',prob,param); % call
```

Alternatively the command

```
mosekopt('nokeepenv')
```

will free all unused **MOSEK** licenses.

By default an error will be returned if no license token is available. However, by setting the parameter `MSK_IPAR_LICENSE_WAIT`

**MOSEK** can be instructed to wait until a license token is available.

```
param.MSK_IPAR_LICENSE_WAIT = 'MSK_ON'; %set parameter.
[r,res] = mosekopt('minimize',prob,param); %call
```