How to install Rmosek

rmosek

1) Download mosek from here:
https://www.mosek.com/downloads/
(I downloaded this to my ~/bin)

cd ~/bin
tar -xvf mosektoolslinux64x86.tar.bz2

2) Add this to your ~/.bashrc
export PATH=$PATH:/home/username/bin/mosek/8/tools/platform/linux64x86/bin

3) Get academic license:
https://www.mosek.com/products/academic-licenses/
Check email, put licsense file in ~/mosek

4) Install:

export PKG_MOSEKHOME=/home/username/bin/mosek/8/tools/platform/linux64x86
export PKG_MOSEKLIB=mosek64

Then in R:
install.packages("Rmosek", type="source", INSTALL_opts="--no-multiarch", repos="http://download.mosek.com/R/8")

Really helped! Thank you so much.

Thank you!

In my case there is a version mismatch. In R it is expecting version 8 of mosek but I have installed the mosek 9.

I thought an updated would be useful here.

for reference, it is always good to check out the docs. https://docs.mosek.com/9.1/install/installation.html

The path I used was

<MSKHOME>/mosek/9.1/tools/platform/linux64x86/bin

so in my .bashrc I have

export MSKHOME=/bin
export PATH=$PATH:$MSKHOME/mosek/9.1/tools/platform/linux64x86/bin

Verify that you can run the executable by typing mosek in the terminal. You should see:

MOSEK Version 9.1.6 (Build date: 2019-11-7 11:23:31)
Copyright (c) MOSEK ApS, Denmark. WWW: mosek.com
Platform: Linux/64-X86


*** No input file specfied. No optimization is performed.

Return code - 0  [MSK_RES_OK]

at this point go into R.

library("Rmosek")
mosek_attachbuilder("/bin/mosek/9.1/tools/platform/linux64x86/bin")
install.rmosek()

I don't really have much bandwidth to debug here (just posted the gist in case others found it useful), but I do notice you are using Mosek tool for Linux distribution on a Windows machine. I wouldn't expect that to work:

/bin/mosek/9.1/tools/platform/linux64x86/bin