Skip to content

Latest commit

 

History

History
108 lines (79 loc) · 2.65 KB

rmosek-linux.md

File metadata and controls

108 lines (79 loc) · 2.65 KB

Rmosek installation on the RCC midway compute cluster

This note also applies to installation on a Linux computer.

Contributors

Nan Xiao, Lei Sun and Peter Carbonetto.

ssh login

ssh cnetid@midway.rcc.uchicago.edu

Import modules

Use module avail R to check all available R versions. Assume your package library folder is ~/Rlibs_3.2.1_gcc on RCC:

module load gcc/4.9
module load R/3.2
export R_LIBS_USER=$HOME/Rlibs_3.2.1_gcc

The specific versions of the modules may change later, but the above settings worked well in May 2016.

Install mosek

Download and extract the most recent mosek version from [1]. Note we want the "Linux 64 bit x86" version here:

wget http://download.mosek.com/stable/7.1.0.52/mosektoolslinux64x86.tar.bz2
tar -xvf mosektoolslinux64x86.tar.bz2

upload mosek license

Apply for free personal academic license from [2], download the .lic file to your computer, say ~/mosek.lic.

Run the following scp command from local terminal to upload the license file to the remote mosek folder on RCC:

scp ~/mosek.lic cnetid@midway.rcc.uchicago.edu:/home/cnetid/mosek/

install Rmosek

It might be a little tricky to use all the correct flags [3] when installing Rmosek, but basically using the following command you'll be fine:

R
install.packages("Rmosek", type="source", INSTALL_opts="--no-multiarch",
  configure.vars="PKG_MOSEKHOME=~/mosek/7/tools/platform/linux64x86 PKG_MOSEKLIB=mosek64",
  repos="http://download.mosek.com/R/7")

Then after about 30 seconds' compilation, if successful, the result output should be 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')

useful links

[1] mosek download

[2] mosek free personal academic license

[3] Rmosek installation flags