Packaging of Mosek + MOI

[blegat]

Currently, to use Mosek with JuMP master, the user needs to do

using MathOptinterfaceMosek
model = Model(with_optimizer(MosekOptimizer))

while for any other solver, it is

using Solver
model = Model(with_optimizer(Solver.Optimizer))

This lack of consistency makes Mosek less convenient to use for JuMP users.
I understand that having a separate package for the Mosek API and for the Mosek implementation of MOI is appropriate (as discussed in JuliaOpt/MathOptInterfaceMosek.jl#34 (comment)).
However, we could have them separate while still allowing Mosek.Optimizer to be an MOI optimizer.
I see two options for that:

1. have three packages: MosekInterface.jl (Mosek API access), MathOptInterfaceMosek.jl (Mosek with MOI) and Mosek.jl (basically just loads the two other ones)
2. have two packages: MosekInterface.jl (Mosek API access), Mosek.jl (Mosek with MOI)

@ulfworsoe What do you think ?

[ulfworsoe]

I would be very sorry to change Mosek.jl as the low-level API name since this is consistent with all namespace/module naming in all other MOSEK interfaces, and it would break existing code using the low-level interface.

MathOptInterfaceMosek.jl was chosen only because the early versions of other interfaces did something similar, so I am not married to that. As alternative names I would suggest

• JLMosek, corresponding to the naming of our RMosek package
• MosekTools which is the official name for the package (e.g. of you download the mosek package)

[odow]

In Mosek.jl define

function Optimizer(args...; kwargs...)
    error("To use Mosek with JuMP (or MathOptInterface), you need to import ",
          "the package `MosekTools` (via `import MosekTools`). You may need ",
          "to first install it via `import Pkg; Pkg.add("MosekTools")`.")
end

Then MosekTools can overload Mosek.Optimizer and everything will work. Users still get to use Mosek.Optimizer, the api's are split, and no weird MathOptInterfaceMosek.

[blegat]

@ulfworsoe MosekTools looks better indeed. It is the name if you download the package from where ?
@odow I like the idea (although, strictly speaking, this is type-piracy).

[ulfworsoe]

@blegat The name of the binary Mosek package is mosektools[platform] and the MOSEK solver and associated functionality are called "MOSEK Tools" (as apposed to Toolbox, which is the MATLAB API).
@odow That looks like a creative solution we will never regret. I approve!

[odow]

@blegat is right though. You will get an annoying "Method overwritten warning".

You should probably add the following to Mosek.jl

function Optimizer(args...; kwargs...)
    error("To use Mosek with JuMP (or MathOptInterface), you need to use ",
          "`MosekTools.Optimizer` instead of `Mosek.Optimizer`. You can ",
          "install `MosekTools` via `import Pkg; Pkg.add("MosekTools")`.")
end

and then define MosekTools.Optimizer() which is the proper optimizer.

[blegat]

You won't get a warning if the signature is more specific, e.g. Mosek.Optimizer(; kws...) which is more specific as it does not have any positional arg

[blegat]

The approach seems to work. So the plan is

1. Merge Add MOI Optimizer #171
2. Tag Mosek v0.9.9
3. Merge Extend Mosek.Optimizer JuliaOpt/MathOptInterfaceMosek.jl#69
4. Rename MathOptInterfaceMosek to MosekTools
5. Tag MosekTools v0.6.0

Sounds good ?

[odow]

Are you sure? Have you tested to see if there is a conflict? What happens with Mosek.Optimizer()? That seems ambiguous to me...

[blegat]

Yes, you can test it with Mosek#master and MathOptInterfaceMosek#master, it works without warning. See also this minimal example

julia> f() = 1
f (generic function with 1 method)

julia> f(args...) = 2
f (generic function with 2 methods)

julia> f()
1

julia> f(:a)
2

[blegat]

MosekTools has just been released