18 List of examples

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

Table 28 List of distributed examples
File Description
blas_lapack.java Demonstrates the MOSEK interface to BLAS/LAPACK linear algebra routines
callback.java An example of data/progress callback
case_portfolio_1.java Implements a basic portfolio optimization model
case_portfolio_2.java Implements a basic portfolio optimization model with efficient frontier
case_portfolio_3.java Implements a basic portfolio optimization model with market impact costs
cqo1.java A simple conic quadratic problem
feasrepairex1.java A simple example of how to repair an infeasible problem
lo1.java A simple linear problem
lo2.java A simple linear problem
milo1.java A simple mixed-integer linear problem
mioinitsol.java A simple mixed-integer linear problem with an initial guess
opt_server_async.java Uses MOSEK OptServer to solve an optimization problem asynchronously
opt_server_sync.java Uses MOSEK OptServer to solve an optimization problem synchronously
parameters.java Shows how to set optimizer parameters and read information items
production.java Demonstrate how to modify and re-optimize a linear problem
qcqo1.java A simple quadratically constrained quadratic problem
qo1.java A simple quadratic problem
response.java Demonstrates proper response handling
scopt1.java Shows how to solve a simple non-linear separable problem using the SCopt interface
sdo1.java A simple semidefinite optimization problem
sensitivity.java Sensitivity analysis performed on a small linear problem
simple.java A simple I/O example: read problem from a file, solve and write solutions
solutionquality.java Demonstrates how to examine the quality of a solution
solvebasis.java Demonstrates solving a linear system with the basis matrix
solvelinear.java Demonstrates solving a general linear system

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