YALMIP for Octave, how to install?

[Jonas]

Hi All,

I have been using YALMIP for matlab and I like it a lot. 

Can someone tell me how I can install YALMIP for Octave? I dont understand how I can add the folders to Octave like i do for Matlab.

Best,

Jonas

[Johan Löfberg]

addpath just like in matlab

[Mahdi Gh]

Hi Johan, 

In one hand Mosek has a C/C++ API, and in the other hand C/C++ functions can be called in Octave using Oct-File. Therefore, it is easy to use Mosek as a solver in Octave. In fact, Oct-File is a C source file and is compiled the same way as any other C file.

However, working with Mosek APIs (C/Matlab/Python/...) is hard and that is why I would like to interface Octave with Yalmip, and then interface Yalmip with Mosek. Would you please let me know if Yalmip has a C/C++ API? 

[Johan Löfberg]

YALMIP does not rely on compiled stuff, but solvers typically do. Hence, the solver has to be compiled for octave. Mosek is not available for octaove.

The only solvers available in octave are sdpt3, sedumi and glpk, as far as I know

[Erling D. Andersen]

There is an octave interface for MOSEK at  

   https://github.com/MOSEK/octmosek

Well, it is outdated but it should be easy to update.

PS. MOSEK has stopped updating it because the tiny demand for it does not justify the time we spend on it. Also octave users do not want o but commercial software like MOSEK it seems.