Working with external server

[aferragu]

I have some issues related to working with a remote Mosek server. In this case, the server is not the trial server (solve.mosek.com:30080) but a locally running container.

I work on Linux (Fedora 36) and Julia 1.7.2 trying the master branch of MosekTools.jl and Mosek.jl 1.2.2. My server listens in mosek://localhost:30080

First of all, the way that MosekTools handles remote servers is a bit confusing: you have to set the "fallback" parameter, which is a very bad name.

using MosekTools, JuMP
model = JuMP.Model(Mosek.Optimizer)
set_optimizer_attribute(model,"fallback","mosek://localhost:30080")
#....model stuff...
optimize!(model)

• If Mosek.jl does not find a locally installed license then it connects to the server and solves the problem.
• If Mosek.jl finds a local license, then it solves the problem locally.

I think this explains the name "fallback" in the sense that it only sends the problem to the remote server if there is no local license. However, I htink that this functionality is becoming more and more important in cloud deployments, so properly choosing a remote server (and providing an access token if needed) would be an interesting addition.

[ulfworsoe]

I'll see if I can make it a configuration parameter so it select remote optimization as first priority.

In truth, the "fallback" was implemented mainly to allow the automated in tests to run on github.

[ulfworsoe]

I think it is, in fact, already possible as it is. Please try to set the parameter "MSK_IPAR_REMOTE_OPTSERVER_HOST" to the full solver host (protocol, hostname, port). Mosek should recognize that from version 10.

[aferragu]

Great! I'll try it when I find time to update to Mosek 10