enable stream logger for mosek. (RobotLocomotion#9097)

* enable stream logger for mosek.

* Address Soonho's comments.

solvers/BUILD.bazel

@@ -1053,6 +1053,8 @@ drake_cc_googletest(
         ":quadratic_program_examples",
         ":second_order_cone_program_examples",
         ":semidefinite_program_examples",
+        "//common:temp_directory",
+        "@spruce",
     ],
 )
 

solvers/mosek_solver.cc

@@ -19,6 +19,14 @@ namespace drake {
 namespace solvers {
 namespace {
 
+// This function is used to print information for each iteration to the console,
+// it will show PRSTATUS, PFEAS, DFEAS, etc. For more information, check out
+// https://docs.mosek.com/8.1/capi/solver-io.html. This printstr is copied
+// directly from https://docs.mosek.com/8.1/capi/solver-io.html#stream-logging.
+void MSKAPI printstr(void* , const char str[]) {
+  printf("%s", str);
+}
+
 // Add LinearConstraints and LinearEqualityConstraints to the Mosek task.
 template <typename C>
 MSKrescodee AddLinearConstraintsFromBindings(
@@ -704,6 +712,15 @@ SolutionResult MosekSolver::Solve(MathematicalProgram& prog) const {
   if (rescode == MSK_RES_OK) {
     rescode = AddLinearMatrixInequalityConstraint(prog, &task);
   }
+  if (rescode == MSK_RES_OK && stream_logging_) {
+    if (log_file_.empty()) {
+      rescode =
+          MSK_linkfunctotaskstream(task, MSK_STREAM_LOG, nullptr, printstr);
+    } else {
+      rescode =
+          MSK_linkfiletotaskstream(task, MSK_STREAM_LOG, log_file_.c_str(), 0);
+    }
+  }
 
   SolutionResult result = SolutionResult::kUnknownError;
   // Run optimizer.

solvers/mosek_solver.h

@@ -30,6 +30,19 @@ class MosekSolver : public MathematicalProgramSolverInterface {
   /// @return same as MathematicalProgramSolverInterface::solver_id()
   static SolverId id();
 
+  /**
+   * Control stream logging. Refer to
+   * https://docs.mosek.com/8.1/capi/solver-io.html for more details.
+   * @param flag Set to true if the user want to turn on stream logging.
+   * @param log_file If the user wants to output the logging to a file, then
+   * set @p log_file to the name of that file. If the user wants to output the
+   * logging to the console, then set log_file to empty string.
+   */
+  void set_stream_logging(bool flag, const std::string& log_file) {
+    stream_logging_ = flag;
+    log_file_ = log_file;
+  }
+
   /**
    * This type contains a valid MOSEK license environment, and is only to be
    * used from AcquireLicense().
@@ -56,6 +69,14 @@ class MosekSolver : public MathematicalProgramSolverInterface {
   // during the first call of Solve() (which avoids grabbing a Mosek license
   // before we know that we actually want one).
   mutable std::shared_ptr<License> license_;
+  // Set to true if the user wants the solver to produce output to the console
+  // or a log file. Default to false, such that the solver runs silently.
+  // Check out https://docs.mosek.com/8.1/capi/solver-io.html for more info.
+  bool stream_logging_{false};
+  // set @p log_file to the name of that file. If the user wants to output the
+  // logging to the console, then set log_file to empty string. Default to an
+  // empty string.
+  std::string log_file_{};
 };
 
 }  // namespace solvers

solvers/test/mosek_solver_test.cc

@@ -1,7 +1,9 @@
 #include "drake/solvers/mosek_solver.h"
 
 #include <gtest/gtest.h>
+#include <spruce.hh>
 
+#include "drake/common/temp_directory.h"
 #include "drake/solvers/mathematical_program.h"
 #include "drake/solvers/test/linear_program_examples.h"
 #include "drake/solvers/test/quadratic_program_examples.h"
@@ -116,6 +118,28 @@ GTEST_TEST(TestSemidefiniteProgram, EigenvalueProblem) {
     SolveEigenvalueProblem(mosek_solver, 1E-7);
   }
 }
+
+GTEST_TEST(MosekTest, TestLogFile) {
+  // Test if we can print the logging info to a log file.
+  MathematicalProgram prog;
+  const auto x = prog.NewContinuousVariables<2>();
+  prog.AddLinearConstraint(x(0) + x(1) == 1);
+
+  const std::string log_file = temp_directory() + "mosek.log";
+  EXPECT_FALSE(spruce::path(log_file).exists());
+  MosekSolver solver;
+  solver.Solve(prog);
+  // By default, no logging file.
+  EXPECT_FALSE(spruce::path(log_file).exists());
+  // Output the logging to the console
+  solver.set_stream_logging(true, "");
+  solver.Solve(prog);
+  EXPECT_FALSE(spruce::path(log_file).exists());
+  // Output the logging to the file.
+  solver.set_stream_logging(true, log_file);
+  solver.Solve(prog);
+  EXPECT_TRUE(spruce::path(log_file).exists());
+}
 }  // namespace test
 }  // namespace solvers
 }  // namespace drake