Exposing geometric programming interface about mosek.jl

[mlubin]

cc @bqpd @whoburg

[ulfworsoe]

Porting:The dgopt/scopt library will not be merged into the mosek shared library. It is perfectly possible to port the code to julia; there used to be a port for both Java and Python, and Julia is infinitely more suited for the task.
Licensing: If you port scopt/dgopt to Julia there will be no licensing or copyright issues of any kind, and the code can be distributed under the same license as the rest of Mosek.jl.

[ulfworsoe]

By the way: The libmosekscopt library is not compatible with the scopt.h distributed with the examples. If you want to use it from Julia the relevant headers are included below. If you look in the Python interface (mosek/__init__.py, around line 2015) you can see how it is used.

typedef
enum MSKscopre_enum
  {
    MSK_OPR_ENT = 0,
    MSK_OPR_EXP = 1,
    MSK_OPR_LOG = 2,
    MSK_OPR_POW = 3
  }
MSKscopre;

typedef struct
{
  int        numcon;      /* Number of constraints. */
  int        numvar;      /* Number of variables.   */
  int        numopro;
  MSKscopre *opro;
  int       *oprjo;
  double    *oprfo;
  double    *oprgo;
  double    *oprho;

  int        numoprc;
  MSKscopre *oprc;
  int       *opric;
  int       *oprjc;
  double    *oprfc;
  double    *oprgc;
  double    *oprhc;

  int       *ptrc;
  int       *subc;

  int       *ibuf; 
  MSKint32t *zibuf;
  double    *zdbuf;

  /* Log */
  FILE * log;

  /* Error data */
  char      msg[1024];
  int       res;
} nlhandt;

typedef void *schand_t;

typedef int (MSKAPI * MSK_scwritefunc) (void * handle, char * s);
typedef int (MSKAPI * MSK_screadfunc)  (char * buffer, size_t len, void * handle);

MSKrescodee MSKAPI
MSK_scbegin(MSKtask_t task,
            int        numopro,
            MSKscopre *opro,
            int       *oprjo,
            double    *oprfo,
            double    *oprgo,
            double    *oprho,
            int       numoprc,
            MSKscopre *oprc,
            int       *opric,
            int       *oprjc,
            double    *oprfc,
            double    *oprgc,
            double    *oprhc,
            schand_t  *sch);

int MSKAPI MSK_scwrite(MSKtask_t   task,
                schand_t    sch,
                void      * writehand,
                MSK_scwritefunc writecb);

int MSKAPI MSK_scread(MSKtask_t task,
               schand_t  *sch,
               void      *handle,
               MSK_screadfunc readcb);

int MSKAPI MSK_scend(MSKtask_t task,
                     schand_t  sch);

MSKint32t MSKAPI
SCeval(MSKuserhandle_t nlhandle,
       const MSKrealt          *xx,
       MSKrealt           yo,
       const MSKrealt    *yc,
       MSKrealt          *objval,
       MSKint32t         *numgrdobjnz,
       MSKint32t         *grdobjsub,
       MSKrealt          *grdobjval,
       MSKint32t          numi,
       const MSKint32t   *subi,
       MSKrealt          *conval,
       const MSKint32t   *grdconptrb,
       const MSKint32t   *grdconptre,
       const MSKint32t   *grdconsub,
       MSKrealt          *grdconval,
       MSKrealt          *grdlag,
       MSKint32t          maxnumhesnz,
       MSKint32t         *numhesnz,
       MSKint32t         *hessubi,
       MSKint32t         *hessubj,
       MSKrealt          *hesval);

MSKint32t MSKAPI 
SCstruc(MSKuserhandle_t    nlhandle,
        MSKint32t          *numgrdobjnz,
        MSKint32t          *grdobjsub,
        MSKint32t           i,
        MSKint32t          *convali,
        MSKint32t          *grdconinz,
        MSKint32t          *grdconisub,
        MSKint32t          yo,
        MSKint32t          numycnz,
        MSKCONST MSKint32t *ycsub,
        MSKint32t          maxnumhesnz,
        MSKint32t          *numhesnz,
        MSKint32t          *hessubi,
        MSKint32t          *hessubj);

MSKint32t MSKAPI
MSK_scattach(MSKtask_t task,
             MSKuserhandle_t nlhandle);

MSKint32t MSKAPI
MSK_scdetach(MSKtask_t task);

[joehuchette]

Thanks, @ulfworsoe!

[yeesian]

Is anyone working on this? If not, I don't mind giving it a shot

[joehuchette]

Give it a go!

[ulfworsoe]

Closing ancient issues.