Skip to content

Latest commit

 

History

History
97 lines (70 loc) · 2.28 KB

rmosek-mac.md

File metadata and controls

97 lines (70 loc) · 2.28 KB
Raw

Rmosek Installation Guide for Mac OS X

Contributors

Nan Xiao, Lei Sun and Peter Carbonetto.

Environment Setup

Install Xcode from Mac App Store. Install Xcode Command Line Tools by

xcode-select -p

if you haven't already done so.

Install mosek

Download the most recent version of mosek for Mac from [1], then extract it to ~/mosek. Note we want the "MAC OSX 64 bit x86" version here.

This could be done under GUI, or under terminal. For example:

wget http://download.mosek.com/stable/7.1.0.53/mosektoolsosx64x86.tar.bz2
tar -xvf mosektoolsosx64x86.tar.bz2

Install mosek license

Apply for free personal academic license from [2]. Download the .lic file, and copy it to the mosek folder, for example, ~/mosek/mosek.lic.

Install Rmosek

It is very important to know that the next step for installing Rmosek should be done under the terminal, instead of RStudio.

Open your terminal app, then:

R
install.packages("Rmosek", type="source", INSTALL_opts="--no-multiarch", 
  configure.vars="PKG_MOSEKHOME=~/mosek/7/tools/platform/osx64x86 PKG_MOSEKLIB=mosek64", 
  repos="http://download.mosek.com/R/7")

Then after about 30 seconds' compilation, if successful, the result output should be something like:

* DONE (Rmosek)
The downloaded source packages are in
    '/tmp/Rtmpat8Xg6/downloaded_packages'

Before using Rmosek, it is helpful to check that it works. Here is a small test example from the Rmosek package:

require(Rmosek)
lo1       <- list()
lo1$sense <- "max"
lo1$c <- c(3,1,5,1)
lo1$A <- Matrix(c(3,1,2,0,
                  2,1,3,1,
                  0,2,0,3),
	       nrow=3, byrow=TRUE, sparse=TRUE)
lo1$bc <- rbind(blc = c(30,15,-Inf),
                buc = c(30,Inf,25))
lo1$bx <- rbind(blx = c(0,0,0,0),
                bux = c(Inf,10,Inf,Inf))
r      <- mosek(lo1)

Once you have confirmed that Rmosek is working, you could install REBayes and ashr smoothly:

install.packages('REBayes')
devtools::install_github('stephens999/ashr')

Links

[1] mosek download

[2] mosek free personal academic license

[3] Rmosek installation flags