MOSEK API for MATLAB 11.2.0

This manual describes the features of the MOSEK API for MATLAB 11.2.0. Note that this is a new API which replaces the (older, obsolete) MOSEK Optimization Toolbox for MATLAB.

Contents:

• 1 Introduction
  • 1.1 Why the API for MATLAB?
• 2 Contact Information
• 3 License Agreement
  • 3.1 MOSEK end-user license agreement
  • 3.2 Third party licenses
• 4 Installation
  • 4.1 Testing the installation
  • 4.2 Troubleshooting
• 5 Design Overview
  • 5.1 Modeling
  • 5.2 “Hello World!” in MOSEK
• 6 Solver Interaction Tutorials
  • 6.1 Accessing the solution
  • 6.2 Errors and exceptions
  • 6.3 Input/Output
  • 6.4 Setting solver parameters
  • 6.5 Retrieving information items
  • 6.6 MOSEK OptServer
• 7 Optimization Tutorials
  • 7.1 The conic interface tutorial
  • 7.2 A gallery of conic examples
  • 7.3 Geometric Programming
  • 7.4 Integer Optimization
  • 7.5 Disjunctive constraints
  • 7.6 Retrieving infeasibility certificates
  • 7.7 The linear/simplex interface tutorial
  • 7.8 The linear/simplex warm-start tutorial
• 8 Debugging Tutorials
  • 8.1 Understanding optimizer log
  • 8.2 Addressing numerical issues
  • 8.3 Debugging infeasibility
  • 8.4 Python Console
• 9 Case Studies
  • 9.1 Portfolio Optimization
  • 9.2 Least Squares and Other Norm Minimization Problems
• 10 Technical guidelines
  • 10.1 Names
  • 10.2 Timing
  • 10.3 Multithreading
  • 10.4 The license system
  • 10.5 Deployment
• 11 Problem Formulation and Solutions
  • 11.1 Conic Optimization
  • 11.2 Linear Optimization
• 12 Optimizers
  • 12.1 Presolve
  • 12.2 Linear Optimization
  • 12.3 Conic Optimization - Interior-point optimizer
  • 12.4 The Optimizer for Mixed-Integer Problems
• 13 API Reference
  • 13.1 Conic Toolbox API
  • 13.2 Linear/Simplex Toolbox API
  • 13.3 Auxiliary functions
  • 13.4 Parameters grouped by topic
  • 13.5 Parameters (alphabetical list sorted by type)
  • 13.6 Response codes
  • 13.7 Enumerations
  • 13.8 Supported domains
  • 13.9 Environment variables
• 14 Supported File Formats
  • 14.1 The LP File Format
  • 14.2 The MPS File Format
  • 14.3 The OPF Format
  • 14.4 The CBF Format
  • 14.5 The PTF Format
  • 14.6 The Task Format
  • 14.7 The JSON Format
  • 14.8 The Solution File Format
• 15 List of examples
• 16 Interface changes
  • 16.1 Important changes compared to version 10
  • 16.2 Changes compared to version 10
• 17 Bibliography