6 Basic TutorialsΒΆ

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.