In order to install this package, you will need to have Rmosek installed.
/home/<username>/bin
). We will refer to it as <my-mosek-directory>
.~/.bashrc
file:<my-mosek-directory>/mosek
export PKG_MOSEKHOME=<my-mosek-directory>/mosek/8/tools/platform/linux64x86
export PKG_MOSEKLIB=mosek64