Rmosek News


CHANGES IN Rmosek VERSION 1.2:


  SIGNIFICANT USER-VISIBLE CHANGES:

    *  Linear optimization. The arguments prob$blx and prob$bux have been
       replaced by prob$bx. This new argument is a numeric-typed matrix with
       two rows, and can be transformed from previous format with:
           rBind(blx=prob$blx, bux=prob$bux);

    *  Linear optimization. The arguments prob$blc and prob$buc have been
       replaced by prob$bc. This new argument is a numeric-typed matrix with
       two rows, and can be transformed from previous format with:
           rBind(blc=prob$blc, buc=prob$buc);

    *  Second-order cone optimization. The type of prob$cones have changed from
       a list to a list-typed matrix. The new format can be pre-allocated as:
           matrix(list(), nrow=2, ncol=NUMCONES, 
                          dimnames=list(c("type","sub"),c()))

       The old format can be transformed to the new format with:
           matrix(unlist(prob$cones, recursive=FALSE), 
                    nrow=2, dimnames=list(c("type","sub"),c()))

  NEW FEATURES:

    *  Separable convex optimization. Adding the field prob$scopt in the
       problem description, separable convex operators can be added to 
       the objective using prob$scopt$opro and to the constraints using 
       prob$scopt$oprc. 
       - The 'opro' is a LIST MATRIX and can be pre-allocated as:
           matrix(list(), nrow=5, ncol=NUMOPRO, 
                          dimnames=list(c("type","j","f","g","h"),c()))
       - The 'oprc' is a LIST MATRIX and can be pre-allocated as:
           matrix(list(), nrow=6, ncol=NUMOPRC, 
                          dimnames=list(c("type","i","j","f","g","h"),c()))

    *  Separable convex optimization. The option 'scofile' have been added
       to input the filepath to a file holding separable convex operators
       in a format supported by 'mskscopt' executable in MOSEK. This option
       is supported by 'mosek_write' and 'mosek_read'.

    *  Linear optimization. Adding the function 'mosek_lptoprob', it is now 
       easy to move from a set of definitions similar to those used by the 
       MATLAB function 'linprog', to a problem description solvable by the 
       'mosek' function.

    *  Quadratic optimization. Adding the function 'mosek_qptoprob', it is 
       now easy to move from a set of definitions similar to those used by 
       the MATLAB function 'quadprog', to a problem description solvable by 
       the 'mosek' function.

  USERGUIDE:

    *  Chapter "Advanced topics" has been added under which topics that are 
       interesting only to a smaller subset of users, hard to use correctly, 
       or not supported natively by MOSEK will be explained.
       
    *  Bookmarks and reference-links have been added to ease navigation through
       the userguide. Most pdf-readers have a shortcut to return focus prior to
       the click on a link. In Adobe Reader and SumatraPDF: <ALT> + <LEFT>. 



CHANGES IN Rmosek VERSION 1.0.2:
Based on rev.79.

  COPYRIGHT NOTICE:
  
    *  With the files COPYING and COPYING.LGPL, we have made it even more 
       explicit that the package is an open source project licensed under the
       GNU Lesser GPL. This makes it possible to use the package in commercial
       as well as academic contexts. 

  NEW FEATURES:

    *  Linear constraint matrix. The 'mosek' function now allows sparse 
       matrices to be specified as a list with fields 'nrow', 'ncol', 'i', 'j'
       and 'v' (coordinate/triplet format). This format can be used directly 
       and independently of the package 'Matrix'. Furthermore, this format is 
       consistent with sparse matrices from package 'slam'.
        
    *  Linear constraint matrix. The option 'matrixformat' have been added to
       allow the 'mosek_read' function to construct sparse matrices in a 
       user-specific fashion. 
       - Value "pkgMatrix:COO" or just "COO". A sparse matrix in coordinate / 
       triplet format from the package 'Matrix'.
       - Value "pkgMatrix:CSC" or just "CSC". A sparse matrix in compressed 
       sparse column format from the package 'Matrix'.
       - Value "simple:COO". A sparse matrix in coordinate / triplet format 
       written as a list with fields 'nrow', 'ncol', 'i', 'j' and 'v'.
    
  USERGUIDE:
  
    *  Section "Complete Best Practice example" added which explains a proper
       way to handle errors, response codes and status keys. The focus is on 
       scripts and functions working with Rmosek in a non-interactive way (i.e.
       without a user validating each step).
       
       
