Prepare stub for MOSEK solver interface

4 files changed, 77 insertions, 4 deletions

diff --git a/pyproject.toml b/pyproject.toml
index def9c86..cb9203d 100644
--- a/pyproject.toml
+++ b/pyproject.toml
@@ -8,7 +8,9 @@ readme = "README.md"
 [tool.poetry.dependencies]
 python = ">=3.10"
 polymatrix = {git = "https://gitlab.ethz.ch/npross/polymatrix.git"}
+python = ">=3.10,<3.13"
 cvxopt = "^1.3.2"
+mosek = "^10.1.31"
 
 
 [tool.poetry.group.notebook.dependencies]
diff --git a/sumofsquares/error.py b/sumofsquares/error.py
new file mode 100644
index 0000000..34ea6d8
--- /dev/null
+++ b/sumofsquares/error.py
@@ -0,0 +1,7 @@
+"""
+Errors and exceptions raised by the sum of squares package.
+"""
+
+class NotSupportedBySolver(Exception):
+    """ The chosen solver cannot solve this problem. """
+
diff --git a/sumofsquares/solver/cvxopt.py b/sumofsquares/solver/cvxopt.py
index 0de8dea..0e5ce37 100644
--- a/sumofsquares/solver/cvxopt.py
+++ b/sumofsquares/solver/cvxopt.py
@@ -1,3 +1,6 @@
+"""
+Solve sumofsquares problems using CVXOPT
+"""
 import cvxopt
 import numpy as np
 
@@ -12,6 +15,7 @@ from polymatrix.polymatrix.index import MonomialIndex, VariableIndex
 
 from ..abc import Problem, SolverInfo
 from ..constraints import NonNegative, EqualToZero, PositiveSemiDefinite, ExponentialCone
+from ..error import NotSupportedBySolver
 from ..variable import OptVariable
 
 
@@ -25,11 +29,14 @@ class CVXOPTInfo(SolverInfo, UserDict):
         return self[key]
 
 
-def solve_sos_cone(prob: Problem, verbose: bool = False, *args, **kwargs) -> tuple[dict[OptVariable, float], CVXOPTInfo]:
+def solve_sos_cone(prob: Problem, verbose: bool = False,
+                   *args, **kwargs) -> tuple[dict[OptVariable, float], CVXOPTInfo]:
     r"""
-    Solve a conic problem in the cone of SOS polynomials :math:`\mathbf{\Sigma}_d(x)`.
+    Solve a conic problem in the cone of SOS polynomials
+    :math:`\mathbf{\Sigma}_d(x)` using CVXOPT.
 
-    Any `*args` and `**kwargs` other than `prob` are passed to the CVXOPT solver.
+    Any `*args` and `**kwargs` other than `prob` are passed to the CVXOPT
+    solver.
     """
     # Check that the problem can be solved by CVXOpt, i.e.
     #  - Cost function is at most quadratic
@@ -88,7 +95,7 @@ def solve_sos_cone(prob: Problem, verbose: bool = False, *args, **kwargs) -> tup
             raise NotImplementedError
 
         elif isinstance(c, ExponentialCone):
-            raise NotImplementedError
+            raise NotSupportedBySolver("CVXOpt cannot solve problems with the exponential cone.")
 
         elif isinstance(c, EqualToZero | NonNegative):
             # Convert constraints to affine expression in decision variables
diff --git a/sumofsquares/solver/mosek.py b/sumofsquares/solver/mosek.py
new file mode 100644
index 0000000..a454e68
--- /dev/null
+++ b/sumofsquares/solver/mosek.py
@@ -0,0 +1,57 @@
+""" 
+Solve sumofsquares problems using MOSEK
+"""
+from __future__ import annotations
+
+import sys
+import mosek
+
+from pathlib import Path
+
+from ..abc import Problem, SolverInfo
+from ..variable import OptVariable
+
+
+class MOSEKInfo(SolverInfo):
+    pass
+
+
+def _streamprinter(text):
+    # Helper function
+    sys.stdout.write(text)
+    sys.stdout.flush()
+
+
+MOSEK_ENV: mosek.Env | None = None
+
+def setup(license_file: Path | str | None = None):
+    """
+    Setup the MOSEK solver. If `license_file` is left unspecified, according to
+    the official documentation MOSEK will search for a license file in one of
+    the following directories depending on the operating system
+
+    ::
+        $HOME/mosek/mosek.lic
+        %USERPROFILE%\mosek\mosek.lic
+    """
+    global MOSEK_ENV
+    MOSEK_ENV = mosek.Env(licensefile=str(license_file))
+
+
+def solve_sos_cone(prob: Problem, verbose: bool = False,
+                   *args, **kwargs) -> tuple[dict[OptVariable, float], MOSEKInfo]:
+    r"""
+    Solve a conic problem in the cone of SOS polynomials
+    :math:`\mathbf{\Sigma}_d(x)` using MOSEK.
+    """
+    global MOSEK_ENV
+
+    if not MOSEK_ENV:
+        raise RuntimeError("You forgot to call `sumofsquares.solvers.mosek.setup(license)`!")
+
+    with MOSEK_ENV as env:
+        with env.Task() as task:
+            if verbose:
+                task.set_Stream(mosek.streamtype.log, _streamprinter)
+
+    raise NotImplementedError