Detailed Description

An implementation of SolverInterface for the commercially-licensed MOSEK (TM) solver (https://www.mosek.com/).

Drake downloads and builds MOSEK™ automatically, but to enable it you must set the location of your license file as described in the documentation at https://drake.mit.edu/bazel.html#mosek.

The MOSEKLM_LICENSE_FILE environment variable controls whether or not SolverInterface::enabled() returns true. Iff it is set to any non-empty value, then the solver is enabled; otherwise, the solver is not enabled.

Note: MOSEK™ only cares about the initial guess of integer variables. The initial guess of continuous variables are not passed to MOSEK™. If all the integer variables are set to some integer values, then MOSEK™ will be forced to compute the remaining continuous variable values as the initial guess. (MOSEK™ might change the values of the integer/binary variables in the subsequent iterations.) If the specified integer solution is infeasible or incomplete, MOSEK™ will simply ignore it. For more details, check https://docs.mosek.com/11.0/capi/tutorial-mio-shared.html?highlight=initial

MOSEK™ supports many solver parameters. You can refer to the full list of parameters in https://docs.mosek.com/11.0/capi/param-groups.html#doc-param-groups. On top of these parameters, we also provide the following additional parameters

"writedata" set to a file name so that MOSEK™ solver will write the optimization model to this file. check https://docs.mosek.com/11.0/capi/solver-io.html#saving-a-problem-to-a-file for more details. The supported file extensions are listed in https://docs.mosek.com/11.0/capi/supported-file-formats.html#doc-shared-file-formats. Set this parameter to "" if you don't want to write to a file. Default is not to write to a file.

#include <drake/solvers/mosek_solver.h>

Public Types
using	Details = MosekSolverDetails
	Type of details stored in MathematicalProgramResult.

Public Member Functions
	MosekSolver ()
	~MosekSolver () final
Does not allow copy, move, or assignment
	MosekSolver (const MosekSolver &)=delete
MosekSolver &	operator= (const MosekSolver &)=delete
	MosekSolver (MosekSolver &&)=delete
MosekSolver &	operator= (MosekSolver &&)=delete
Public Member Functions inherited from SolverBase
	~SolverBase () override
MathematicalProgramResult	Solve (const MathematicalProgram &prog, const std::optional< Eigen::VectorXd > &initial_guess=std::nullopt, const std::optional< SolverOptions > &solver_options=std::nullopt) const
	Like SolverInterface::Solve(), but the result is a return value instead of an output argument.
void	Solve (const MathematicalProgram &, const std::optional< Eigen::VectorXd > &, const std::optional< SolverOptions > &, MathematicalProgramResult *) const override
	Solves an optimization program with optional initial guess and solver options.
bool	available () const override
	Returns true iff support for this solver has been compiled into Drake.
bool	enabled () const override
	Returns true iff this solver is properly configured for use at runtime.
SolverId	solver_id () const final
	Returns the identifier of this solver.
bool	AreProgramAttributesSatisfied (const MathematicalProgram &) const override
	Returns true iff the program's attributes are compatible with this solver's capabilities.
std::string	ExplainUnsatisfiedProgramAttributes (const MathematicalProgram &) const override
	Describes the reasons (if any) why the program is incompatible with this solver's capabilities.
	SolverBase (const SolverBase &)=delete
SolverBase &	operator= (const SolverBase &)=delete
	SolverBase (SolverBase &&)=delete
SolverBase &	operator= (SolverBase &&)=delete
Public Member Functions inherited from SolverInterface
virtual	~SolverInterface ()
	SolverInterface (const SolverInterface &)=delete
SolverInterface &	operator= (const SolverInterface &)=delete
	SolverInterface (SolverInterface &&)=delete
SolverInterface &	operator= (SolverInterface &&)=delete

Static Public Member Functions
static std::shared_ptr< License >	AcquireLicense ()
	This acquires a MOSEK™ license environment shared among all MosekSolver instances; the environment will stay valid as long as at least one shared_ptr returned by this function is alive.

Static versions of the instance methods with similar names.
MathematicalProgramResult	Solve (const MathematicalProgram &prog, const std::optional< Eigen::VectorXd > &initial_guess=std::nullopt, const std::optional< SolverOptions > &solver_options=std::nullopt) const
	Like SolverInterface::Solve(), but the result is a return value instead of an output argument.
void	Solve (const MathematicalProgram &, const std::optional< Eigen::VectorXd > &, const std::optional< SolverOptions > &, MathematicalProgramResult *) const override
	Solves an optimization program with optional initial guess and solver options.
static SolverId	id ()
static bool	is_available ()
static bool	is_enabled ()
	Returns true iff the environment variable MOSEKLM_LICENSE_FILE has been set to a non-empty value.
static bool	ProgramAttributesSatisfied (const MathematicalProgram &)
static std::string	UnsatisfiedProgramAttributes (const MathematicalProgram &)

Additional Inherited Members
Protected Member Functions inherited from SolverBase
	SolverBase (const SolverId &id, std::function< bool()> available, std::function< bool()> enabled, std::function< bool(const MathematicalProgram &)> are_satisfied, std::function< std::string(const MathematicalProgram &)> explain_unsatisfied=nullptr)
	Constructs a SolverBase with the given default implementations of the solver_id(), available(), enabled(), AreProgramAttributesSatisfied(), and ExplainUnsatisfiedProgramAttributes() methods.
virtual void	DoSolve (const MathematicalProgram &prog, const Eigen::VectorXd &initial_guess, const SolverOptions &merged_options, MathematicalProgramResult *result) const
	Hook for subclasses to implement Solve.
Protected Member Functions inherited from SolverInterface
	SolverInterface ()

Member Typedef Documentation

◆ Details

using Details = MosekSolverDetails

Type of details stored in MathematicalProgramResult.

Constructor & Destructor Documentation

◆ MosekSolver() [1/3]

MosekSolver ( const MosekSolver & )

delete

◆ MosekSolver() [2/3]

MosekSolver ( MosekSolver && )

delete

◆ MosekSolver() [3/3]

MosekSolver ( )

◆ ~MosekSolver()

~MosekSolver ( )

final

Member Function Documentation

◆ AcquireLicense()

std::shared_ptr< License > AcquireLicense ( )

static

This acquires a MOSEK™ license environment shared among all MosekSolver instances; the environment will stay valid as long as at least one shared_ptr returned by this function is alive.

Call this ONLY if you must use different MathematicalProgram instances at different instances in time, and repeatedly acquiring the license is costly (e.g., requires contacting a license server).

Returns: A shared pointer to a license environment that will stay valid as long as any shared_ptr returned by this function is alive. If MOSEK™ is not available in your build, this will return a null (empty) shared_ptr.

Exceptions

std::exception if MOSEK™ is available but a license cannot be obtained.

◆ id()

SolverId id ( )

static

◆ is_available()

bool is_available ( )

static

◆ is_enabled()

bool is_enabled ( )

static

Returns true iff the environment variable MOSEKLM_LICENSE_FILE has been set to a non-empty value.

◆ operator=() [1/2]

MosekSolver & operator= ( const MosekSolver & )

delete

◆ operator=() [2/2]

MosekSolver & operator= ( MosekSolver && )

delete

◆ ProgramAttributesSatisfied()

bool ProgramAttributesSatisfied ( const MathematicalProgram & )

static

◆ Solve() [1/2]

void Solve	(	const MathematicalProgram &	prog,
		const std::optional< Eigen::VectorXd > &	initial_guess,
		const std::optional< SolverOptions > &	solver_options,
		MathematicalProgramResult *	result ) const

overridevirtual

Solves an optimization program with optional initial guess and solver options.

Note that these initial guess and solver options are not written to prog. If the prog has set an initial guess, and initial_guess is set, then initial_guess takes priority. If the prog has set an option for a solver, and solver_options contains a different value for the same option on the same solver, then solver_options takes priority. Derived implementations of this interface may elect to throw std::exception for badly formed programs.

Implements SolverInterface.

◆ Solve() [2/2]

MathematicalProgramResult Solve	(	const MathematicalProgram &	prog,
		const std::optional< Eigen::VectorXd > &	initial_guess = std::nullopt,
		const std::optional< SolverOptions > &	solver_options = std::nullopt ) const

Like SolverInterface::Solve(), but the result is a return value instead of an output argument.

◆ UnsatisfiedProgramAttributes()

std::string UnsatisfiedProgramAttributes ( const MathematicalProgram & )

static

The documentation for this class was generated from the following file:

drake/solvers/mosek_solver.h

Detailed Description

Public Types

Public Member Functions

Static Public Member Functions

Static versions of the instance methods with similar names.

Additional Inherited Members

Member Typedef Documentation

◆ Details

Constructor & Destructor Documentation

◆ MosekSolver() [1/3]

◆ MosekSolver() [2/3]

◆ MosekSolver() [3/3]

◆ ~MosekSolver()

Member Function Documentation

◆ AcquireLicense()

◆ id()

◆ is_available()

◆ is_enabled()

◆ operator=() [1/2]

◆ operator=() [2/2]

◆ ProgramAttributesSatisfied()

◆ Solve() [1/2]

◆ Solve() [2/2]

◆ UnsatisfiedProgramAttributes()