MOSEK and CVX
MOSEK ApS is widely considered the leader in commercial software for nonlinear convex optimization. The company is led by CEO Erling Andersen, and its scientific board is chaired by Stanford Professor Yinyu Ye. Both are internationally recognized for their contributions to the field of convex optimization, and remain active in research and publication. With its existing support for integer variables and the addition of semidefinite programming capability in version 7.0, the MOSEK solver can handle a wider variety of CVX models than any other solver.
A CVX Professional license enables you to easily connect CVX to an existing MOSEK installation. We also include the latest MOSEK solver with our CVX Professional Solver Bundle. For new installations, this bundle offers the quickest path to getting up and running with this powerful combination.
Using CVX with an existing MOSEK installation
If you are already using MOSEK 6.0 or later, using it with CVX is a simple process:
- First, make sure that MATLAB can locate your current installation of MOSEK. If you have already been using the mosekopt command within MATLAB, nothing more is needed. Otherwise, you may need to add a directory to your existing MATLAB path. For information, please see this page of the MOSEK 7 documentation, or this page of the MOSEK 6 documentation.
- Obtain a CVX Professional license. Please visit our licensing page to learn more about licensing options.
- Once you receive your CVX Professional license, save it to your local filesystem and type:
CVX will automatically locate your existing MOSEK installation and add it to your solver list.
The CVX Professional Solver Bundle
For users without an existing MOSEK installation, using CVX Professional Solver Bundle with a CVX/MOSEK license is the most economical and convenient way to begin using MOSEK with CVX. MOSEK is included with the appropriate downloadable packages for Linux, Mac, and Windows. Please visit our pricing page for more details on the licensing options for this bundle. Free, time-limited trial licenses are available.
Once you have purchased a CVX/MOSEK license, you will receive a license key by email in the form of a file called
cvx_license.dat. Save this file to your filesystem, and run the following command:
cvx_setupwill install your CVX license and unlock the bundled version of MOSEK for use within CVX. There is no need to download MOSEK separately, or to secure a separate MOSEK license.
Please note that a CVX/MOSEK license purchased from CVX Research enables you to use MOSEK only within CVX itself. If you wish to use MOSEK outside of CVX, you will need a full MOSEK license. If you would like a quote for CVX Professional with a full MOSEK license, just contact us.
MOSEK ApS and CVX Research are committed to supporting the academic community by offering free, full-featured licenses to faculty, staff, and students of degree-granting academic institutions. Academic licenses for CVX can be obtained automatically within minutes by filling out this form. This license will also unlock the use of MOSEK within CVX—whether you have a standalone installation or you use the CVX Professional solver bundle.