12 Problem Formulation and SolutionsΒΆ

In this chapter we will discuss the following issues:

  • The formal, mathematical formulations of the problem types that MOSEK can solve and their duals.
  • The solution information produced by MOSEK.
  • The infeasibility certificate produced by MOSEK if the problem is infeasible.

For the underlying mathematical concepts, derivations and proofs see the Modeling Cookbook or any book on convex optimization. This chapter explains how the related data is organized specifically within the MOSEK API.