Attribute to enable log file writing

[ulfworsoe]

Allow mosek to write log to a file instead of the terminal

[odow]

Have you tested this? It doesn't seem to work for me:

(msk) pkg> st
Status `/private/tmp/msk/Project.toml`
  [4076af6c] JuMP v1.31.2
  [1ec41992] MosekTools v0.15.10 `../../../Users/odow/git/jump-dev/MosekTools`

julia> using JuMP, MosekTools

julia> begin
           model = Model(Mosek.Optimizer)
           @variable(model, x[1:3, 1:3], PSD)
           A = rand(3, 3)
           @objective(model, Min, sum((x .- A).^2))
           set_attribute(model, "logfile", "/tmp/mosek.log")
           optimize!(model)
       end
Problem
  Name                   :                 
  Objective sense        : minimize        
  Type                   : CONIC (conic optimization problem)
  Constraints            : 0               
  Affine conic cons.     : 1 (8 rows)
  Disjunctive cons.      : 0               
  Cones                  : 0               
  Scalar variables       : 1               
  Matrix variables       : 1 (scalarized: 6)
  Integer variables      : 0               

Optimizer started.
Presolve started.
Linear dependency checker started.
Linear dependency checker terminated.
Eliminator started.
Freed constraints in eliminator : 0
Eliminator terminated.
Eliminator started.
Freed constraints in eliminator : 0
Eliminator terminated.
Eliminator - tries                  : 2                 time                   : 0.00            
Lin. dep.  - tries                  : 1                 time                   : 0.00            
Lin. dep.  - primal attempts        : 1                 successes              : 1               
Lin. dep.  - dual attempts          : 0                 successes              : 0               
Lin. dep.  - primal deps.           : 0                 dual deps.             : 0               
Presolve terminated. Time: 0.00    
Optimizer  - threads                : 10              
Optimizer  - solved problem         : the primal      
Optimizer  - Constraints            : 7               
Optimizer  - Cones                  : 2               
Optimizer  - Scalar variables       : 10                conic                  : 10              
Optimizer  - Semi-definite variables: 1                 scalarized             : 6               
Factor     - setup time             : 0.00            
Factor     - dense det. time        : 0.00              GP order time          : 0.00            
Factor     - nonzeros before factor : 28                after factor           : 28              
Factor     - dense dim.             : 0                 flops                  : 4.50e+02        
ITE PFEAS    DFEAS    GFEAS    PRSTATUS   POBJ              DOBJ              MU       TIME  
0   7.1e-01  1.0e+00  1.7e+00  0.00e+00   0.000000000e+00   -7.071067812e-01  1.0e+00  0.00  
1   1.9e-01  2.7e-01  4.6e-01  -2.21e-01  -2.152396269e-01  -6.738550917e-02  2.7e-01  0.00  
2   4.4e-02  6.2e-02  3.5e-02  7.18e-01   6.940363722e-01   6.138464478e-01   6.2e-02  0.00  
3   8.9e-03  1.3e-02  3.4e-03  9.47e-01   5.468354238e-01   5.329101028e-01   1.3e-02  0.00  
4   7.4e-04  1.0e-03  8.0e-05  1.08e+00   5.693775003e-01   5.682930999e-01   1.0e-03  0.00  
5   4.0e-05  5.6e-05  1.0e-06  1.01e+00   5.714582551e-01   5.714007622e-01   5.6e-05  0.00  
6   1.3e-06  1.9e-06  6.0e-09  1.00e+00   5.715774791e-01   5.715755864e-01   1.9e-06  0.00  
7   2.3e-08  3.2e-08  1.4e-11  1.00e+00   5.715812718e-01   5.715812391e-01   3.2e-08  0.00  
8   1.9e-09  2.7e-09  3.3e-13  1.00e+00   5.715813319e-01   5.715813292e-01   2.7e-09  0.00  
Optimizer terminated. Time: 0.00    

julia> read("/tmp/mosek.log", String) |> println

Julia>