GMSK

gmsk is an unofficial wrapper for MOSEK, the conic optimizer from MOSEK ApS.

For Detailed Documentation, See

Examples

See Examples section on for many examples reproduced from C api code.

Hello World example from C api is provided below.

package main

import (
	"fmt"
	"log"

	"github.com/fardream/gmsk"
)

// This is reproduced from MOSEK C example hellowworld.c
// However, the response code is checked here.
func main() {
	checkOk := func(err error) {
		if err != nil {
			log.Fatalf("failed: %s", err.Error())
		}
	}

	task, err := gmsk.MakeTask(nil, 0, 0)
	if err != nil {
		log.Fatal(err)
	}
	defer gmsk.DeleteTask(task)

	checkOk(task.AppendVars(1))
	checkOk(task.PutCJ(0, 1.0))
	checkOk(task.PutVarBound(0, gmsk.BK_RA, 2.0, 3.0))
	checkOk(task.PutObjSense(gmsk.OBJECTIVE_SENSE_MINIMIZE))
	_, res := task.OptimizeTrm()
	checkOk(res)
	result := make([]float64, 1)
	result, res = task.GetXx(gmsk.SOL_ITR, result)

	fmt.Printf("Solution x = %.6f\n", result[0])
}

Setup MOSEK c api for gmsk

GMSK requires the C api for MOSEK, which can be obtained from MOSEK's website. To actually build the package, a recent enough C toolchain, and the environment should be properly set up.

Set up on Linux

On linux, this can be achieved by setting CPATH environment variable and LIBRARY_PATH

# prepend mosek header folder to CPATH, replace {version} and {arch} with the one you have installed
export CPATH=${MSKHOME}/mosek/{version}/tools/platform/{arch}/h${CPATH:+":${CPATH}"}
# prepend mosek lib folder to LIBRARY_PATH
export LIBRARY_PATH=${MSKHOME}/mosek/{version}/tools/platform/{arch}/bin${LIBRARY_PATH:+":${LIBRARY_PATH}"}
export LD_LIBRARY_PATH=${MSKHOME}/mosek/{version}/tools/platform/{arch}/bin${LD_LIBRARY_PATH:+":${LD_LIBRARY_PATH}"}

Alternatively, this can set up for cgo specifically

export CGO_CFLAGS="-I${MSKHOME}/mosek/{version}/tools/platform/{arch}/h"
export CGO_LDFLAGS="-L${MSKHOME}/mosek/{version}/tools/platform/{arch}/bin"

IF LD_LIBRARY_PATH doesn't include MOSEK's binary folder when running the code, the binary can be set up by adding MOSEK's binary folder to rpath, for example, the CGO_LDFLAGS can be updated to add rpath

export CGO_LDFLAGS="-L${MSKHOME}/mosek/{version}/tools/platform/{arch}/bin -Wl,-rpath=${MSKHOME}/mosek/{version}/tools/platform/{arch}/bin"

Setup on macOS

Follow the installation instructions on MOSEK's website - remember to run install.py. Note unless System Integrity Protect (SIP) is turned off on macOS, the environment variable LD_LIBRARY_PATH (and macOS specific DYLD_LIBRARY_PATH) will NOT work.

When building, the setup is similar to linux

# prepend mosek header folder to CPATH, replace {version} and {arch} with the one you have installed
export CPATH=${MSKHOME}/mosek/{version}/tools/platform/{arch}/h${CPATH:+":${CPATH}"}
# prepend mosek lib folder to LIBRARY_PATH
export LIBRARY_PATH=${MSKHOME}/mosek/{version}/tools/platform/{arch}/bin${LIBRARY_PATH:+":${LIBRARY_PATH}"}

or

export CGO_CFLAGS="-I${MSKHOME}/mosek/{version}/tools/platform/{arch}/h"
export CGO_LDFLAGS="-L${MSKHOME}/mosek/{version}/tools/platform/{arch}/bin"

However, the binary may not be able to find libmosek at runtime. Besides default search path, macOS will also look for dynlib in the rpaths of the binary - however, it only does so if the load path of the dynlib starts with @rpath - which is controlled by the LC_ID_DYLIB of the dynlib (in this case, libmosek64).

So there are two options

1. Use rpath. First add rpath to the linker line

   export CGO_LDFLAGS="-L${MSKHOME}/mosek/{version}/tools/platform/{arch}/bin -Wl,-headerpad,128 -Wl,-rpath,${MSKHOME}/mosek/{version}/tools/platform/{arch}/bin" #

   Then check LC_ID_DYNLIB on the libmosek64.dynlib, and update it with install_name_tool (which is part of Apple's development suite). For example, for 10.0 version of the library

   install_name_tool -id @rpath/libmosek64.10.0.dynlib path/to/libmosek64.10.0.dynlib

2. Change LC_ID_DYNLIB to the full absolute path of libmosek64.

   install_name_tool -id /abspath/to/libmosek64.10.0.dynlib path/to/libmosek64.10.0.dynlib