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mosek_direct.py : Fixed iparam parsing and added support for Task.putparam #3488

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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:

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  1. I agree my contributions are submitted under the BSD license.
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…ameter and the parameter value as strings, as long as the "generic" parameter names are used.

Fixed: call to putintparam was missing in the isinstance(option, str) conditional when parsing 'iparam'.
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