In this section we discuss how to install and setup the MOSEK Rmosek package.
Before running this MOSEK interface please make sure that you:
The Rmosek package can be used with R version at least 3.5.
Locating files in the MOSEK Optimization Suite
The relevant files for the Rmosek package are organized as reported in Table 4.1.
||Rmosek install files||
<MSKHOME>is the folder in which the MOSEK Optimization Suite has been installed,
<PLATFORM>is the actual platform among those supported by MOSEK, i.e.
4.1 System requirements¶
There are no pre-compiled binary versions of the Rmosek package available, so the system must be able compile C++ source code and have access to a few command line tools. The summary of relevance to the Rmosek package given below is based on the official guide, R Installation and Administration, for installing packages in source form.
- Download Rtools (not an R package). You will need to install the R toolset, the Cygwin DLLs, and the toolchain.
- Make sure you have
mosekand the executables of Rtools on the
- Make sure you have
- On Ubuntu (and Debian) you may install the
To install the Rmosek package you may run the
install.rmosek function of the script
<RMOSEKDIR>/builder.R. This is a wrapper around the
install.packages function with recommended default argument values (e.g., to a compatible MOSEK repository), cross-platform support of configurations variables, and helpers to resolve Rtools on Windows. As example, if called with no arguments, it will attempt an autoconfigured installation:
source("<RMOSEKDIR>/builder.R") attachbuilder() install.rmosek()
You can inspect the autoconfigured defaults by typing
show(install.rmosek). Apart from the typical arguments of
install.packages, a user might want to change:
MSK_BINDIR: The location of the MOSEK library to compile against; e.g.,
using_pkgbuild: Whether to run the installation in the build-friendly environment of package
pkgbuild(helps, e.g., to resolve Rtools on Windows).
using_sysenv: Whether to transmit configuration variables via
Sys.setenv()as opposed to
configure.vars(depends on platform support).
4.3 Testing the Installation¶
First of all, to check that the Rmosek package was properly installed, start R and try
The installation can further be tested by running some of the enclosed examples. Open a terminal, change folder to
<EXDIR> and use R to run a selected example, for instance:
R -f lo1.R