7 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.

• 7.1 Linear Optimization
• 7.2 Conic Quadratic Optimization
• 7.3 Power Cone Optimization
• 7.4 Conic Exponential Optimization
• 7.5 Semidefinite Optimization
• 7.6 Integer Optimization
• 7.7 Geometric Programming
• 7.8 Library of basic functions
• 7.9 Model Parametrization and Reoptimization
• 7.10 Problem Modification and Reoptimization

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.