18 List of examples

List of examples shipped in the distribution of Optimizer API for C:

Table 28 List of distributed examples
File Description
blas_lapack.c Demonstrates the MOSEK interface to BLAS/LAPACK linear algebra routines
callback.c An example of data/progress callback
case_portfolio_1.c Implements a basic portfolio optimization model
case_portfolio_2.c Implements a basic portfolio optimization model with efficient frontier
case_portfolio_3.c Implements a basic portfolio optimization model with market impact costs
cqo1.c A simple conic quadratic problem
dgopt.c Dual geometric optimization library (DGopt)
dgopt.h Header file for DGopt
errorreporting.c Demonstrates how error reporting can be customized
expopt.c Exponential optimization library (EXPopt)
expopt.h Header file for EXPopt
feasrepairex1.c A simple example of how to repair an infeasible problem
lo1.c A simple linear problem
lo2.c A simple linear problem
milo1.c A simple mixed-integer linear problem
mioinitsol.c A simple mixed-integer linear problem with an initial guess
mskdgopt.c Dual geometric optimization command-line solver (mskdgopt)
mskexpopt.c Exponential optimization command-line solver (mskexpopt)
opt_server_async.c Uses MOSEK OptServer to solve an optimization problem asynchronously
opt_server_sync.c Uses MOSEK OptServer to solve an optimization problem synchronously
parameters.c Shows how to set optimizer parameters and read information items
production.c Demonstrate how to modify and re-optimize a linear problem
qcqo1.c A simple quadratically constrained quadratic problem
qo1.c A simple quadratic problem
response.c Demonstrates proper response handling
scopt-ext.c Separable convex optimization library (SCopt)
scopt-ext.h Header file for SCopt
sdo1.c A simple semidefinite optimization problem
sensitivity.c Sensitivity analysis performed on a small linear problem
simple.c A simple I/O example: read problem from a file, solve and write solutions
solutionquality.c Demonstrates how to examine the quality of a solution
solvebasis.c Demonstrates solving a linear system with the basis matrix
solvelinear.c Demonstrates solving a general linear system
sparsecholesky.c Shows how to find a Cholesky factorization of a sparse matrix
tstexpopt.c A small exponential optimization example
tstscopt.c A small separable convex optimization example
unicode.c Demonstrates string conversion to Unicode

Additional examples can be found on the MOSEK website and in other MOSEK publications.