mosek_direct.py : Fixed iparam parsing and added support for Task.putparam

[Utkarsh-Detha]

Fixes:

In _apply_solver

• Call to putintparam was missing in the isinstance(option, str) conditional when parsing iparam. Fixed.
• Was calling option.pop('mosek') instead of option.pop(0) within the same conditional. Fixed.

Summary/Motivation:

A user wanted to be able to pass the value of ALL parameters as strings. MOSEK's optimizer API supports this through the Task.putparam function, which accepts a parameter name (string) and a value (also string).

Changes proposed in this PR:

• Users may pass string values to any parameter (SPAR, DPAR, IPAR) as long as they use generic parameter names

Legal Acknowledgement

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1. I agree my contributions are submitted under the BSD license.
2. I represent I am authorized to make the contributions and grant the license. If my employer has rights to intellectual property that includes these contributions, I represent that I have received permission to make contributions and grant the required license on behalf of that employer.

[mrmundt]

@Utkarsh-Detha - please run black -S -C on your branch (with the newest version of black)

[Utkarsh-Detha]

Thank you for the review, @mrmundt . I ran the formatter as you recommended, with the newest version thereof.

[blnicho]

@Utkarsh-Detha could you add a couple tests for these changes?

[mrmundt]

@Utkarsh-Detha - Pinging again about this! Could you please add in some tests?

[jsiirola]

Overall this looks reasonable, but could be improved by some defensive checks. In addition, it would be good to test this functionality thought the unit tests.

[jsiirola]

I worry that there is no else: clause: users who forget to explicitly include .sparam, .dparam, or .iparam will have those options silently ignored.

[Utkarsh-Detha]

Before the if clause, I call param = getattr(mosek, param[0])(param[1]). If an invalid key is in the options dict, it should result in an AttributeError. So I thought it should be ok even without an else statement.

[jsiirola]

Same here - without an else, option values that aren't int / str will be silently skipped (this would include, e.g., numpy ints)

[Utkarsh-Detha]

I have included a warning under an else statement in this situation.

[Utkarsh-Detha]

@blnicho @mrmundt sorry for the delay in getting this done. I have now added a few unit tests to check the parameter adding functionality. Feel free to suggest any corrections/changes. Thank you for your help.

[Utkarsh-Detha]

@jsiirola I am starting to wonder if I should simply remove the option of allowing strings as iparam values. The idea initially was to allow users to pass MOSEK enums as strings, for example mosek.onoffkey.off. But I now think that it is more straightforward to just pass the option value directly to MOSEK, which would raise a TypeError if wrong input type is provided. As this would mean removing functionality, I wanted your opinion. (Lmk if I should rather open an Issue to discuss this)