6 Basic Tutorials¶
In this section a number of examples is provided to demonstrate the functionality required for solving linear, conic, semidefinite and quadratic problems as well as mixed integer problems.
- Basic tutorial : This is the simplest tutorial: it solves a linear optimization problem read from file. It will show how
- setup the MOSEK environment and problem task,
- run the solver and
- check the optimization results.
- Linear optimization tutorial : It shows how to input a linear program. It will show how
- define variables and their bounds,
- define constraints and their bounds,
- define a linear objective function,
- input a linear program but rows or by column.
- retrieve the solution.
- Conic quadratic optimization tutorial : The basic steps needed to formulate a conic quadratic program are introduced:
- define quadratic cones,
- assign the relevant variables to their cones.
- Semidefinite optimization tutorial : How to input semidefintite optimization problems is the topic of this tutorial, and in particular how to
- input semidefinite matrices and in sparse format,
- add semidefinite matrix variable and
- formulate linear constraints and objective function based on matrix variables.
- Mixed-Integer optimization tutorial : This tutorial shows how integrality conditions can be specified.
- Quadratic optimization tutorial : It shows how to input quadratic terms in the objective function and constraints.
Response code tutorial : How to deal with the termination and solver status code is the topic of this tutorial:
- what are termination and termination code,
- how to check for errors and
- which are the best practice to deal with them.
This is a very important tutorial, every user should go through it.
Reoptimization tutorial : This tutorial gives information on how to
- modify linear constraints,
- add new variables/constraints and
- reoptimize the given problem, i.e. run the MOSEK optimizer again.
- Solution analysis : This tutorial shows how the user can analyze the solution returned by the solver.
- Parameter setting tutorial : This tutorial shows how to set the solver parameters.