Mosek 11.0 Rust interface

• Mosek optimization software: https://mosek.com/
• Github repository for this package: https://github.com/MOSEK/mosek.rust
• Rust language: https://www.rust-lang.com
• Pre-packaged crates are available from https://crates.io/crates/MOSEK

The package should work on

• Linux x86_64
• Linux aarch64 (RaspberryPi 4, Amazon Graviton 2 and others)
• Windows x86_64
• Mac OSX aarch64

Building the API requires the MOSEK library.

• If the environment variable `MOSEK_BINDIR_110' is defined it is expected to point the the directory containing the MOSEK binaries,
• otherwise if the environment variable MOSEK_INST_BASE, the build script will look for mosek $MOSEK_INST_BASE/mosek,
• otherwise the build script will look for MOSEK in $HOME/mosek.
• If none of the above produces a MOSEK distro, on linux and OSX it will attempt to download and unpack the latest MOSEK distro (this requires external tools curl, tar and bzip2). On Windows it will fail.

For example

export MOSEK_INST_BASE=$HOME/local
cargo build

or

export MOSEK_BINDIR_110=$HOME/local/mosek/11.0/tools/platform/linux64x86/bin
cargo build

External dependencies

The MOSEK Rust API currently depends only on libc and itertools, and the MOSEK library.

Documentation

cargo doc

will build the simple API documentation for all functions, objects and constants. For a more complete documentation, see https://docs.mosek.com/latest/capi/index.html.

Examples

Examples are located under examples/

To compile examples, run

cargo build --examples

To run example binaries it is necessary to add the path to the MOSEK library to the LD_LIBRARY_PATH (linux), DYLD_LIBRARY_PATH (OS X) or PATH (Windows) environment variable.

Using MOSEK in another project

To use MOSEK from another Rust project, add "mosek" to the dependencies. Normally, it will be a good idea to specify an exact major and minor version for the dependency since there is no guarantee that the MOSEK API will not change between minor versions (though usually it will not change much).

For example, add to your Cargo.toml:

[dependencies]
mosek = "11.0"

When running a project that uses mosek, the mosek library must be in the library search path (PATH for Windows, LD_LIBRARY_PATH for linux, DYLD_LIBRARY_PATH for OS X).

Why Use Rust with Mosek?

Rust has many advantages over other languages supported directly by MOSEK. For data wrangling it is faster than Python, Java or .NET, and it is significantly safer than C or C++. When building non-trivial models, the time it takes to form the input data for a problem may become non-trivial as well. When efficiency is critical, the traditional language of choice would have been C or C++, but now Rust provides a much safer alternative.

Compared to Java and .NET Rust is in many cases somewhat faster when e.g. building complex constraint matrixes.

Finally, it looks good. Rust language facilities allow us to write many array operations very compactly, yielding concise and readable model code.