CODEWITHSUNDEEP
optimizationcvxpymosek
pqrz
pqrz

Reputation: 143

Better Modelling language for Mosek

We were formulating a optimization problem and using Mosek solver.

But which would be better modelling framework for Mosek, among the following:

  1. Cvxpy: Earlier we used Cvxpy, but it lacks a few features (e.g. solution initialization) which are present in Mosek's Optimizer API.
  2. Mosek Optimizer API: Cvxpy seems to do heavy transformation to problem, before giving it to Mosek. This would be lost, if we directly use Mosek Optimizer API. Is that transformation really helpful (a game changer) to mosek?

In one line, Is there a clear winner b/w the two choices or we need to find a balance point?

Upvotes: 0

Views: 659

Answers (1)

Roim
Roim

Reputation: 3066

No clear winner, it depends on your problem. If computational time is crucial and giving initial solution is a game changer: use mosek directly. However, it will require your to carefully formulate your problem and give up on the transformations and reformulations cvxpy supply by default. cvxpy also supply some additional features (derivatives etc) that could be useful.

No right or wrong answer, both are great to have in your toolbox. It's like to ask "what's better, C or Python?" it depends on your needs only.

Upvotes: 1

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