6 Optimization Tutorials

In this section we demonstrate how to set up basic types of optimization problems. Each short tutorial contains a working example of formulating problems, defining variables and constraints and retrieving solutions.

• 6.1 Linear Optimization
• 6.2 Quadratic Optimization
• 6.3 Conic Quadratic Optimization
• 6.4 Power Cone Optimization
• 6.5 Conic Exponential Optimization
• 6.6 Semidefinite Optimization
• 6.7 Integer Optimization
• 6.8 Geometric Programming
• 6.9 Library of basic functions
• 6.10 Problem Modification and Reoptimization
• 6.11 Parallel optimization

For a more in-depth treatment see the following sections:

• Case studies for more advanced and complicated optimization examples.

• Problem Formulation and Solutions for formal mathematical formulations of problems MOSEK can solve, dual problems and infeasibility certificates.