WIP: upgrade to Mosek 10

[hongkai-dai]

cc @jwnimmer-tri

A step towards #17026

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This change is 

[hongkai-dai]

@jwnimmer-tri according to https://www.mosek.com/downloads/10.0.16/, on our Ubuntu 20.04, we should not use 64bit X86, but 64bit ARM.

[jwnimmer-tri]

I think the "18.04" on that page means "18.04 or newer" not "18.04 only".

[hongkai-dai]

I think the "18.04" on that page means "18.04 or newer" not "18.04 only".

Got it, that makes sense.

[jwnimmer-tri]

I pushed some build fixes.

MOSEK uses TBB now, but it's not clear to me under what license terms they are redistributing TBB. If it's the TBB from https://github.com/oneapi-src/oneTBB then that is an Apache 2.0 license and we should re-distribute the license notice as part of our Drake distributions. (Since the Mosek downloads do include documentation, they should probably contain the TBB license notice themselves, formally speaking.)

Do you have a support portal where we ask about the license? I was able to find https://docs.mosek.com/10.0/releasenotes/changes.html on my own, but it didn't answer the question of license.

[hongkai-dai]

Thanks Jeremy, I often just send an email to [email protected].

[hongkai-dai]

@jwnimmer-tri I tried the new Mosek 10 and one of the test TestInitialGuess fails. I think there is some behavioral change on the Mosek side. I sent an email to Mosek and cc'ed you

[hongkai-dai]

@jwnimmer-tri I am not sure if this is the right protocal for collaborating on dev branch, but I just rebased this branch on top of master and force pushed the branch. Should I continue doing this in the future?

[jwnimmer-tri]

My usual advice would be to only ever use merge commits on shared branches. Merges make it almost impossible to lose any changes, whereas forced pushes mean we each need to be very careful that we don't push atop each other.

[hongkai-dai]

Sounds good, I will only do merge commits then.

[jwnimmer-tri]

The official (non-beta) Mosek 10 is released. I've updated this PR to use it.

[hongkai-dai]

@drake-jenkins-bot mac-big-sur-clang-bazel-experimental-everything-release please @drake-jenkins-bot linux-focal-clang-bazel-experimental-everything-address-sanitizer please @drake-jenkins-bot linux-focal-clang-bazel-experimental-everything-valgrind-memcheck please @drake-jenkins-bot linux-focal-unprovisioned-gcc-wheel-experimental-snopt-release please.

[jwnimmer-tri]

@drake-jenkins-bot mac-big-sur-clang-bazel-experimental-everything-release please @drake-jenkins-bot linux-focal-clang-bazel-experimental-everything-address-sanitizer please @drake-jenkins-bot linux-focal-clang-bazel-experimental-everything-valgrind-memcheck please

[jwnimmer-tri]

@drake-jenkins-bot linux-focal-unprovisioned-gcc-wheel-experimental-snopt-mosek-release please @drake-jenkins-bot mac-monterey-unprovisioned-clang-wheel-experimental-snopt-mosek-release please

[hongkai-dai]

@drake-jenkins-bot mac-big-sur-clang-bazel-experimental-everything-release please

[jwnimmer-tri]

Still one more tolerance failure on macOS.

[hongkai-dai]

@drake-jenkins-bot mac-big-sur-clang-bazel-experimental-everything-release please