Toolbox (and dependencies) installation

Installing MOSEK

1. Download package

   wget https://download.mosek.com/stable/9.2.42/mosektoolslinux64x86.tar.bz2

2. Extraction (in subdirectory "mosek")

   tar xvf mosektoolslinux64x86.tar.bz2

3. Add to path (which we advise to do)

   echo 'export PATH="~/mosek/9.2/tools/platform/linux64x86/bin:$PATH"' >> .bashrc

4. Place the license file "mosek.lic" in the "mosek" folder.

5. Test the installation (this should output "A license was checked out correctly." at the end)

   msktestlic

Installing MATLAB toolboxes (YALMIP and PESTO)

6. Download and install YALMIP and PESTO

   wget https://github.com/yalmip/YALMIP/archive/master.zip

   unzip master.zip

   rm master.zip

   wget https://github.com/AdrienTaylor/Performance-Estimation-Toolbox/archive/master.zip

   unzip master.zip

7. Launch MATLAB (or command line version)

8. In MATLAB command line: add to path, enabling MOSEK, YALMIP and PESTO to work together.

   addpath('~/mosek/9.2/toolbox/r2015a')

   addpath(genpath('~/YALMIP-master'))

   addpath(genpath('~/Performance-Estimation-Toolbox-master'))

   savepath

9. Test the installation (MOSEK, YALMIP, and then PESTO)

   mosekopt

   yalmiptest

   H_FastGradientMethod