16 List of examples

List of examples shipped in the distribution of Fusion API for C++:

Table 16 List of distributed examples
File Description
TrafficNetworkModel.cc Demonstrates a traffic network problem as a conic quadratic problem (CQO)
alan.cc A portfolio choice model alan.gms from the GAMS model library
baker.cc A small bakery revenue maximization linear problem
breaksolver.cc Shows how to break a long-running task
callback.cc An example of data/progress callback
cqo1.cc A simple conic quadratic problem
diet.cc Solving Stigler’s Nutrition model diet from the GAMS model library
duality.cc Shows how to access the dual solution
facility_location.cc Demonstrates a small one-facility location problem (CQO)
lo1.cc A simple linear problem
lownerjohn_ellipsoid.cc Computes the Lowner-John inner and outer ellipsoidal approximations of a polytope (SDO, CQO)
lpt.cc Demonstrates how to solve the multi-processor scheduling problem and input an integer feasible point (MIP)
milo1.cc A simple mixed-integer linear problem
mioinitsol.cc A simple mixed-integer linear problem with an initial guess
nearestcorr.cc Solves the nearest correlation matrix problem (SDO, CQO)
parameters.cc Shows how to set optimizer parameters and read information items
portfolio.cc Presents several portfolio optimization models
primal_svm.cc Implements a simple soft-margin Support Vector Machine (CQO)
production.cc Demonstrate how to modify and re-optimize a linear problem
qcqp_sdo_relaxation.cc Demonstrate how to use SDP to solve convex relaxation of a mixed-integer QCQO problem
sdo1.cc A simple semidefinite optimization problem
sospoly.cc Models the cone of nonnegative polynomials and nonnegative trigonometric polynomials using Nesterov’s framework
sudoku.cc A SUDOKU solver (MIP)
total_variation.cc Demonstrates how to solve a total variation problem (CQO)
tsp.cc Solves a simple Travelling Salesman Problem and shows how to add constraints to a model and re-optimize (MIP)

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