MOSEK Optimization Toolbox for MATLAB 11.0.2(BETA)

This manual describes the features of the MOSEK Optimization Toolbox for MATLAB. Note that this is an older, obsolete and deprecated toolbox, which is being replaced with the new Conic-Linear MOSEK Optimization Toolbox for MATLAB.

Contents:

• 1 Introduction
  • 1.1 Why the Optimization Toolbox 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 Optimization Tutorials
  • 6.1 Linear Optimization
  • 6.2 From Linear to Conic Optimization
  • 6.3 Conic Quadratic Optimization
  • 6.4 Power Cone Optimization
  • 6.5 Conic Exponential Optimization
  • 6.6 Geometric Programming
  • 6.7 Semidefinite Optimization
  • 6.8 Integer Optimization
  • 6.9 Quadratic Optimization
  • 6.10 Problem Modification and Reoptimization
  • 6.11 Retrieving infeasibility certificates
• 7 Solver Interaction Tutorials
  • 7.1 Accessing the solution
  • 7.2 Errors and exceptions
  • 7.3 Input/Output
  • 7.4 Setting solver parameters
  • 7.5 Retrieving information items
  • 7.6 Progress and data callback
  • 7.7 MOSEK OptServer
• 8 Debugging Tutorials
  • 8.1 Understanding optimizer log
  • 8.2 Addressing numerical issues
  • 8.3 Debugging infeasibility
  • 8.4 Python Console
• 9 Advanced Numerical Tutorials
  • 9.1 Advanced hot-start
• 10 Technical guidelines
  • 10.1 Integration with MATLAB
  • 10.2 Names
  • 10.3 Timing
  • 10.4 Multithreading
  • 10.5 The license system
• 11 Case Studies
  • 11.1 Portfolio Optimization
  • 11.2 Least Squares and Other Norm Minimization Problems
  • 11.3 Robust linear Optimization
• 12 Problem Formulation and Solutions
  • 12.1 Linear Optimization
  • 12.2 Conic Optimization
  • 12.3 Semidefinite Optimization
  • 12.4 Quadratic and Quadratically Constrained Optimization
• 13 Optimizers
  • 13.1 Presolve
  • 13.2 Linear Optimization
  • 13.3 Conic Optimization - Interior-point optimizer
  • 13.4 The Optimizer for Mixed-Integer Problems
• 14 Additional features
  • 14.1 Problem Analyzer
  • 14.2 Automatic Repair of Infeasible Problems
  • 14.3 Sensitivity Analysis
• 15 Toolbox API Reference
  • 15.1 API conventions
  • 15.2 Command Reference
  • 15.3 Data Structures and Notation
  • 15.4 Parameters grouped by topic
  • 15.5 Parameters (alphabetical list sorted by type)
  • 15.6 Response codes
  • 15.7 Enumerations
  • 15.8 Supported domains
• 16 Supported File Formats
  • 16.1 The LP File Format
  • 16.2 The MPS File Format
  • 16.3 The OPF Format
  • 16.4 The CBF Format
  • 16.5 The PTF Format
  • 16.6 The Task Format
  • 16.7 The JSON Format
  • 16.8 The Solution File Format
• 17 List of examples
• 18 Interface changes
  • 18.1 Important changes compared to version 10
  • 18.2 Changes compared to version 10
• 19 Bibliography