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**150**- (**download**) (**annotate**)*Wed Oct 21 11:14:35 2015 UTC*(23 months ago) by*mosek*File size: 10070 byte(s)

Rmosek now managed by MOSEK ApS

Rmosek News CHANGES IN Rmosek VERSION 7.1.3: Rmosek now administrated by MOSEK ApS. CHANGES IN Rmosek VERSION 7.1.2: USER-VISIBLE CHANGES: * Maximal solution infeasibilities (for option 'soldetail' >= 2) updated with support for semidefinite optimization. BUG FIXES: * Primal and dual objective value (for option 'soldetail' >= 1) is now computed using MSK_getprimalobj and MSK_getdualobj which fixes a bug. CHANGES IN Rmosek VERSION 7.1.1: Resolving CRAN best practice notes. CHANGES IN Rmosek VERSION 7.1.0: SIGNIFICANT USER-VISIBLE CHANGES: * Experimental support of MOSEK 6. BUG FIXES: * Autoconfiguration on unix-alike platforms now depends on 'dirname' to resolve paths more reliably. CHANGES IN Rmosek VERSION 7.0.5: Compatibility with new SET_VEC_ELT requirements in R (>= 3.1.0). CHANGES IN Rmosek VERSION 7.0.4: Userguide updated to reflect change in repository from CRAN to MOSEK. CHANGES IN Rmosek VERSION 7.0.3: Fixed mixed-integer termination typos in userguide. Fixed DESCRIPTION file to match the one at r-forge. Replaced typed and generated '\r' and tab characters with spaces. CHANGES IN Rmosek VERSION 7.0.2: Removed conic status key information from integer solutions. Removed all remaining references to MOSEK 6 in documentation. CHANGES IN Rmosek VERSION 7.0.1: Fixed installation bug in MacOS related to rpath.. Added check for MOSEK version before trying to install.. CHANGES IN Rmosek VERSION 7.0.0: SIGNIFICANT USER-VISIBLE CHANGES: * MOSEK 7 or later required. The Rmosek archive on CRAN will continue to hold sources for the old unmaintained Rmosek (major version number: 1) with support of MOSEK 6. * Installation has been simplified on Linux and MacOS. The 'bin' directory of a MOSEK installation no longer has to be specified in LD_LIBRARY_PATH (resp. DYLD_LIBRARY_PATH), as it is now compiled in using rpath. NEW FEATURES: * Semidefinite optimization. Several problem fields added: - 'bardim' is a NUMERIC VECTOR describing dimension of the semidefinite variables, e.g., c(2,3) means that X[1] is 2x2 and X[2] is 3x3. - 'barc' is a LIST describing objective contributions Tr(C[j] X[j]), with NUMERIC VECTORS 'j','k','l','v' giving triplets (k,l,v) for C[j]. - 'barA' is a LIST describing constraint contributions Tr(A[i,j] X[j]), with NUMERIC VECTORS 'i','j','k','l','v' giving triplets (k,l,v) for A[i,j]. USERGUIDE: * Section "Semidefinite Programming" added to the guided tour. CHANGES IN Rmosek VERSION 1.2.5: Fixed unintended compilation warnings on windows.. Small updates in userguide and function manual.. CHANGES IN Rmosek VERSION 1.2.4: NEW FEATURES: * Quadratic optimization. Added problem item 'qobj' to allow the input of a symmetric matrix Q, adding 1/2 x^T Q x to the objective function. Dimensions known from x, so only triplets 'i', 'j' and 'v' for the lower triangular part of the symmetric matrix are set. E.g. prob$qobj <- list(i=c(1,2,2), j=c(1,1,2), v=c(2,1,2)) CHANGES IN Rmosek VERSION 1.2.3: Based on rev.107. Bug and portability fixing release.. CHANGES IN Rmosek VERSION 1.2.2: Based on rev.98. NEW FEATURES: * Linear optimization. Far more matrices from package 'Matrix' are now allowed as input variable 'A'. Only compressed column sparse (CSC) and coordinate/triplet (COO) formats are supported in C/C++; others will be converted with warning indicating bad performace. * Separable convex optimization. Added validation of variable bounds. Warnings are now issued for each non-safe bound which could cause unexpected termination. * Separable convex optimization. Added simple check for disciplined convexity. Information items are issued for each violation, followed by a single warning message. Note that a problem can easily be convex and solvable, even if it is not disciplined convex. CHANGES IN Rmosek VERSION 1.2.1: Based on rev.92. USER-VISIBLE CHANGES: * Optimizer summary added to function mosek. Solution and optimizer summaries are now only shown when option 'verbose' is >=4. NEW FEATURES: * Solution item 'skn' holding conic constraint status keys, added to conic optimization problems. * Option 'soldetail' added to function mosek. = 0 is default. = 1 adds solution items 'pobjval' + 'dobjval' to ITR and BAS, and 'pobjval' + 'pobjbound' to INT. Note that 'pobjbound' may be NA if no relaxation have been used to solve the problem. = 2 adds solution item 'maxinfeas' with maximal infeasibilities. * Option 'getinfo' added to functions mosek, mosek_read and mosek_write. = FALSE is default. = TRUE adds 'dinfo' and 'iinfo' structures to returned value list. dinfo items are extracted from MSK_DINF_*. iinfo items are extracted from MSK_IINF_* and MSK_LIINF_*. CHANGES IN Rmosek VERSION 1.2: Based on rev.86. SIGNIFICANT USER-VISIBLE CHANGES: * Linear optimization. The arguments prob$blx and prob$bux have been replaced by prob$bx. This new argument is a numeric-typed matrix with two rows, and can be transformed from previous format with: rBind(blx=prob$blx, bux=prob$bux); * Linear optimization. The arguments prob$blc and prob$buc have been replaced by prob$bc. This new argument is a numeric-typed matrix with two rows, and can be transformed from previous format with: rBind(blc=prob$blc, buc=prob$buc); * Second-order cone optimization. The type of prob$cones have changed from a list to a list-typed matrix. The new format can be pre-allocated as: matrix(list(), nrow=2, ncol=NUMCONES, dimnames=list(c("type","sub"),c())) The old format can be transformed to the new format with: matrix(unlist(prob$cones, recursive=FALSE), nrow=2, dimnames=list(c("type","sub"),c())) NEW FEATURES: * Separable convex optimization. Adding the field prob$scopt in the problem description, separable convex operators can be added to the objective using prob$scopt$opro and to the constraints using prob$scopt$oprc. - The 'opro' is a LIST MATRIX and can be pre-allocated as: matrix(list(), nrow=5, ncol=NUMOPRO, dimnames=list(c("type","j","f","g","h"),c())) - The 'oprc' is a LIST MATRIX and can be pre-allocated as: matrix(list(), nrow=6, ncol=NUMOPRC, dimnames=list(c("type","i","j","f","g","h"),c())) * Separable convex optimization. The option 'scofile' have been added to input the filepath to a file holding separable convex operators in a format supported by 'mskscopt' executable in MOSEK. This option is supported by 'mosek_write' and 'mosek_read'. * Linear optimization. Adding the function 'mosek_lptoprob', it is now easy to move from a set of definitions similar to those used by the MATLAB function 'linprog', to a problem description solvable by the 'mosek' function. * Quadratic optimization. Adding the function 'mosek_qptoprob', it is now easy to move from a set of definitions similar to those used by the MATLAB function 'quadprog', to a problem description solvable by the 'mosek' function. USERGUIDE: * Chapter "Advanced topics" has been added under which topics that are interesting only to a smaller subset of users, hard to use correctly, or not supported natively by MOSEK will be explained. * Bookmarks and reference-links have been added to ease navigation through the userguide. Most pdf-readers have a shortcut to return focus prior to the click on a link. In Adobe Reader and SumatraPDF: <ALT> + <LEFT>. CHANGES IN Rmosek VERSION 1.0.2: Based on rev.79. COPYRIGHT NOTICE: * With the files COPYING and COPYING.LGPL, we have made it even more explicit that the package is an open source project licensed under the GNU Lesser GPL. This makes it possible to use the package in commercial as well as academic contexts. NEW FEATURES: * Linear constraint matrix. The 'mosek' function now allows sparse matrices to be specified as a list with fields 'nrow', 'ncol', 'i', 'j' and 'v' (coordinate/triplet format). This format can be used directly and independently of the package 'Matrix'. Furthermore, this format is consistent with sparse matrices from package 'slam'. * Linear constraint matrix. The option 'matrixformat' have been added to allow the 'mosek_read' function to construct sparse matrices in a user-specific fashion. - Value "pkgMatrix:COO" or just "COO". A sparse matrix in coordinate / triplet format from the package 'Matrix'. - Value "pkgMatrix:CSC" or just "CSC". A sparse matrix in compressed sparse column format from the package 'Matrix'. - Value "simple:COO". A sparse matrix in coordinate / triplet format written as a list with fields 'nrow', 'ncol', 'i', 'j' and 'v'. USERGUIDE: * Section "Complete Best Practice example" added which explains a proper way to handle errors, response codes and status keys. The focus is on scripts and functions working with Rmosek in a non-interactive way (i.e. without a user validating each step).

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