Merge pull request #1686 from Utkarsh-Detha/master

Improvements to MOSEK Direct interface and a new persistent interface

Author: michaelbynum

examples/kernel/mosek/geometric1.py

@@ -67,7 +67,7 @@ def solve_conic(Aw, Af, alpha, beta, gamma, delta):
     m.o = pmo.objective(m.x + m.y + m.z,
                         sense=pmo.maximize)
 
-    mosek = pmo.SolverFactory("mosek")
+    mosek = pmo.SolverFactory("mosek_direct")
     result = mosek.solve(m)
     assert str(result.solver.termination_condition) == "optimal"
     h, w, d = pmo.exp(m.x()), pmo.exp(m.y()), pmo.exp(m.z())

examples/kernel/mosek/geometric2.py

@@ -80,7 +80,7 @@ def solve_conic():
     m.o = pmo.objective(m.t,
                         sense=pmo.minimize)
 
-    mosek = pmo.SolverFactory("mosek")
+    mosek = pmo.SolverFactory("mosek_direct")
     result = mosek.solve(m)
     assert str(result.solver.termination_condition) == "optimal"
     x, y, z = pmo.exp(m.u()), pmo.exp(m.v()), pmo.exp(m.w())

examples/kernel/mosek/power1.py

@@ -55,7 +55,7 @@ def solve_conic():
     m.o = pmo.objective(m.k[0].x[0] + m.k[1].x[0] - m.x,
                         sense=pmo.maximize)
 
-    mosek = pmo.SolverFactory("mosek")
+    mosek = pmo.SolverFactory("mosek_direct")
     result = mosek.solve(m)
     assert str(result.solver.termination_condition) == "optimal"
     print("conic solution:")

pyomo/core/tests/examples/test_kernel_examples.py

@@ -36,7 +36,7 @@
 testing_solvers = {}
 testing_solvers['ipopt','nl'] = False
 testing_solvers['glpk','lp'] = False
-testing_solvers['mosek','python'] = False
+testing_solvers['mosek_direct','python'] = False
 def setUpModule():
     global testing_solvers
     import pyomo.environ
@@ -62,7 +62,7 @@ def testmethod(self):
                 self.skipTest("Numpy or Scipy or Ipopt or Glpk is not available")
         elif "mosek" in example:
             if (not testing_solvers['ipopt','nl']) or \
-               (not testing_solvers['mosek','python']):
+               (not testing_solvers['mosek_direct','python']):
                 self.skipTest("Ipopt or Mosek is not available")
         rc, log = pyutilib.subprocess.run([sys.executable,example])
         self.assertEqual(rc, 0, msg=log)

pyomo/opt/base/solvers.py

@@ -190,7 +190,7 @@ def __call__(self, _name=None, **kwds):
 def check_available_solvers(*args):
     from pyomo.solvers.plugins.solvers.GUROBI import GUROBISHELL
     from pyomo.solvers.plugins.solvers.BARON import BARONSHELL
-    from pyomo.solvers.plugins.solvers.mosek_direct import MosekDirect
+    from pyomo.solvers.plugins.solvers.mosek_direct import MOSEKDirect
 
     logging.disable(logging.WARNING)
 
@@ -210,8 +210,8 @@ def check_available_solvers(*args):
         elif (arg[0] == "baron") and \
            (not BARONSHELL.license_is_valid()):
             available = False
-        elif (arg[0] == "mosek") and \
-           (not MosekDirect.license_is_valid()):
+        elif (arg[0] == "mosek_direct" or arg[0] == "mosek_persistent") and \
+                (not MOSEKDirect.license_is_valid()):
             available = False
         else:
             available = \

pyomo/solvers/plugins/solvers/__init__.py

@@ -30,5 +30,6 @@
 import pyomo.solvers.plugins.solvers.cplex_persistent
 import pyomo.solvers.plugins.solvers.GAMS
 import pyomo.solvers.plugins.solvers.mosek_direct
+import pyomo.solvers.plugins.solvers.mosek_persistent
 import pyomo.solvers.plugins.solvers.xpress_direct
 import pyomo.solvers.plugins.solvers.xpress_persistent