The R to MOSEK Optimization Interface

This is a meta-package designed to support the installation of Rmosek (>= 6.0) and bring the optimization facilities of MOSEK (>= 6.0) to the R-language. The interface supports large-scale optimization of many kinds: Mixed-integer and continuous linear, second-order cone, exponential cone and power cone optimization, as well as continuous semidefinite optimization. Rmosek and the R-language are open-source projects. MOSEK is a proprietary product, but unrestricted trial and academic licenses are available.


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("Rmosek")

1.3.5 by Henrik A. Friberg, 7 years ago


http://www.mosek.com/


Browse source code at https://github.com/cran/Rmosek


Authors: MOSEK ApS


Documentation:   PDF Manual  


LGPL (>= 2.1) license


Suggests pkgbuild

System requirements: MOSEK (>= 6) and MOSEK License (>= 6)


Imported by RCBR, cmaRs, dipw, lincom.

Suggested by REBayes, WpProj, designmatch, ivmte, mdw.

Enhanced by CVXR, DoE.MIParray, sbw.


See at CRAN