One of the key features added to CVX 2.0 is the ability to connect to the commercial solvers Gurobi and MOSEK. Both solvers are highly respected in the optimization community, and we have found that they work very well with CVX. These solvers have also enabled us to support mixed-integer modeling.
This week we have taken a step to further simplify the process of using CVX with these solvers by bundling them with CVX itself. Of course, if you already use CVX with these solvers, nothing has changed—you can continue to connect CVX to your existing Gurobi and MOSEK installations. But now it is even easier for new users of CVX to use our modeling framework with these excellent solvers.
Some technical details:
- The bundled versions of Gurobi and MOSEK are configured and licensed to operate only within CVX. If you would like to use either of these solvers outside of CVX, you will need to download and install them separately from their vendors.
- A CVX Professional License is required to use any commercial solver with CVX. Academic users can obtain a license at no charge by submitting this online form. This license will also unlock the bundled MOSEK solver.
- In order to unlock the bundled Gurobi solver, you will also need a separate license key from Gurobi Optimization. Academic users can also obtain this license at no charge.
- Commercial users should contact us for licensing options. For many users, the of CVX/Gurobi/MOSEK bundles will be significantly lower than if the packages are purchased separately.
We have improved our installation instructions to cover the details of installing a CVX Professional License, and have created separate sections describing how to install and use Gurobi and/or MOSEK with CVX.
Because these bundles are a new offering for us, we have decided to keep the “beta” version designation for just a bit longer, in case this wider release reveals some installation issues. But we have many users happily using Gurobi and MOSEK with CVX already, so we encourage you download CVX 2.0 now.
We are grateful to both Gurobi Optimizaton and MOSEK ApS for working closely with us to ensure that the use of their solvers with CVX is as seamless and straightforward as possible.