CVXOPT output suppression with MOSEK

mathematical-optimization, mosek, python

Solution

I couldn't figure out how to pass these options through CVXOPT, but after some screening of CVXOPT's source I came up with this solution:

from cvxopt import matrix, solvers
from mosek import iparam
solvers.options['MOSEK'] = {iparam.log: 0}

It works with mosek 6.

Problem

I'm using the optional MOSEK solver with CVXOPT Quadratic Programming, i.e. ``` sol = cvxopt.solvers.qp(-Q,-p,G,h,A,b,solver='mosek') ``` Now without using the MOSEK solver, i.e. ``` sol = cvxopt.solvers.qp(-Q,-p,G,h,A,b) ``` Terminal output generated by CVXOPT can be suppressed with the command ``` cvxopt.solvers.options['show_progress'] = False ``` However, this does not work when using the MOSEK solver option. The MOSEK solver, which I have within a couple of loops, produces a lot of output I'm not interested in, meaning I can't see the output I am interested in (i.e what I choose to output using 'print'). Does anyone know if it's possible to suppress the MOSEK output? Or if not, a potential work around (pipe the output to a file or something)? Many thanks! Dan p.s Sorry I couldn't include more specific tags (I'm not allowed to create new tags).

Original source