Before ROI.plugin.mosek can be installed mosek and its corresponding
R package Rmosek need to be installed. Both can be obtained from
https://www.mosek.com/documentation/
and more information about the installation can be found in the Rmosek documentation at
https://docs.mosek.com/9.2/rmosek/install-interface.html.
ROI.plugin.mosek was tested on Debian GNU/Linux 10 and Windows 10 with the
mosek version 9.2.
After mosek and Rmosek are installed simply use
remotes:::install_github("FlorianSchwendinger/[email protected]", INSTALL_opts = "--no-multiarch")to install ROI.plugin.mosek for MOSEK version 9.2.