Mosek 12.0 Rust interface

• Mosek optimization software: https://mosek.com/
• Github repository for this package: https://github.com/MOSEK/mosek.rust
• Rust language: https://www.rust-lang.com
• Pre-packaged crates are available from https://crates.io/crates/MOSEK

The package should work on

• Linux x86_64
• Linux aarch64 (RaspberryPi 4+, Amazon Graviton 2+ and others)
• Windows x86_64
• Mac OSX aarch64

The library is designed to have minimal external dependencies, currently:

• libc used for foreign function calls,
• itertools
• cc (build only) for compiling included C files

Building

The package can be used in two modes: If the feature dynamic is disabled (default), a MOSEK installation must be available at build time, otherwise MOSEK is only required at runtime.

Feature dynamic disabled (default)

Building required the MOSEK library. By default, the build script search for MOSEK in the following locations:

• If the environment defines MOSEKRS_FORCE_DOWNLOAD=TRUE, the build script will attempt to download and install MOSEK in the build directory. This requires external tools curl, tar and bzip2, and on Windows it will fail. Otherwise
• If the MOSEK command line tool is on the PATH, this will be used to locate the MOSEK library. This will work if either the MOSEK distro bin directory is in the PATH, or if a symlink to the mosek binary is in the path.
• Otherwise following locations are search:
  • $HOME/mosek (linux, osx)
  • $USERPROFILE/mosek (windows)
  • $HOME/Applications/mosek (osx)
  • $HOME/.local/mosek (osx, linux)
  • $LOCALAPPDATA/mosek (windows)
• If MOSEK is not found, the build script will not specify a link path, and building will most likely fail.

At runtime, the MOSEK library must be present in the system loader path.

Feature dynamic enabled

Building does not require MOSEK. At runtime MOSEK is loaded by a call to mosek::initialize(paths:Option<&[&std::path::Path>]). If paths is None, the MOSEK library must be present in the system loader path, otherwise the given paths are searched for the MOSEK library.

Documentation

cargo doc

will build the simple API documentation for all functions, objects and constants. For a more complete documentation, see https://docs.mosek.com/latest/capi/index.html.

Examples

Examples are located under examples/

To compile examples, run

cargo build --examples

or

cargo build --features dynamic --examples

To run example binaries it is necessary to add the path to the MOSEK library to the LD_LIBRARY_PATH (linux), DYLD_LIBRARY_PATH (OS X) or PATH (Windows) environment variable.

Using MOSEK in another project

To use MOSEK from another Rust project, add "mosek" to the dependencies. Normally, it will be a good idea to specify an exact major and minor version for the dependency since there is no guarantee that the MOSEK API will not change between minor versions (though usually it will not change much).

For example, add to your Cargo.toml:

[dependencies]
mosek = { version = "12.0", features = ["dynamic"] }