Shuvomoy / MIT_IAP_2023_15_S60_Advanced_Optimization_Session_Shuvo

Pre-assignment 7

Note. Any Julia version >= 1.7 is fine for my session.

0. I am assuming you already have Gurobi installed. If not, please install it following the instructions in Pre-assignment 6.

1. Now we install Mosek, which is a commercial solver for solving conic convex optimization:

   • Go to https://www.mosek.com/downloads/, scroll to Default Installers (Preferred), then download and install the version based on your operating system.

   • After that we need to get an academic license for using it. Go to https://www.mosek.com/license/request/?i=acp and using your MIT email address, request an academic license. Mosek will email you (usually within minutes) the license file with instructions on how to install it. Install the license accordingly.

   • Now open Julia REPL. Press ] to enter package installation mode and input the following: add MosekTools, Mosek, Convex, JuMP, Images, DelimitedFiles, Gadfly

     which besides Mosek installs some other packages that we will use.

   • After the installation is done, press BACKSPACE to go back to REPL mode and input the following:

     using MosekTools, Mosek, Convex, JuMP, Images, DelimitedFiles, Gadfly

     If installed properly, it will output nothing. Take a screenshot of the REPL containing the two lines of code mentioned above and upload it as the pre-assignment 7.

If you have any issue during the installation phase, please send me an email to [e-mail].