MOSEK version 8.0.0.78 documentation

General Documentation

<table style="margin:0px auto", id="general-docs"> <tr><th>Document</th><th>Link</th></tr> <tr> <td> Introduction </td><td> <a href="http://docs.mosek.com/8.0/intro/index.html">HTML</a> / <a href="http://docs.mosek.com/8.0/intro.pdf">PDF</a></td> <tr> <td> Installation </td><td> <a href="http://docs.mosek.com/8.0/install/index.html">HTML</a> / <a href="http://docs.mosek.com/8.0/install.pdf">PDF</a></td> <tr> <td> Release notes </td><td> <a href="http://docs.mosek.com/8.0/releasenotes/index.html">HTML</a> / <a href="http://docs.mosek.com/8.0/releasenotes.pdf">PDF</a></td> <tr> <td> Licensing guide </td><td> <a href="http://docs.mosek.com/8.0/licensing/index.html">HTML</a> / <a href="http://docs.mosek.com/8.0/licensing.pdf">PDF</a></td> <tr> </table>

Interface Documentation

<table style="margin:0px auto", id="api-docs"> <tr> <th>Interface </th><th>Language</th><th>Link</th><th>Quick API reference</th> </tr> <tr> <td> Fusion API </td> <td> C++ </td><td> <a href="http://docs.mosek.com/8.0/cxxfusion/index.html">HTML</a> / <a href="http://docs.mosek.com/8.0/cxxfusion.pdf">PDF</a></td> <td><a href="http://docs.mosek.com/8.0/cxxfusion/api-reference.html">HTML</a></td> <tr> <td></td><td> Java </td><td> <a href="http://docs.mosek.com/8.0/javafusion/index.html">HTML</a> / <a href="http://docs.mosek.com/8.0/javafusion.pdf">PDF</a></td> <td><a href="http://docs.mosek.com/8.0/javafusion/api-reference.html">HTML</a></td> <tr> <td></td><td> Matlab</td><td> <a href="http://docs.mosek.com/8.0/matlabfusion/index.html">HTML</a> / <a href="http://docs.mosek.com/8.0/matlabfusion.pdf">PDF</a></td> <td><a href="http://docs.mosek.com/8.0/matlabfusion/api-reference.html">HTML</a></td> <tr> <td></td><td> .NET </td><td> <a href="http://docs.mosek.com/8.0/dotnetfusion/index.html">HTML</a> / <a href="http://docs.mosek.com/8.0/dotnetfusion.pdf">PDF</a></td> <td><a href="http://docs.mosek.com/8.0/dotnetfusion/api-reference.html">HTML</a></td> <tr> <td></td><td> Python </td><td> <a href="http://docs.mosek.com/8.0/pythonfusion/index.html">HTML</a> / <a href="http://docs.mosek.com/8.0/pythonfusion.pdf">PDF</a></td> <td><a href="http://docs.mosek.com/8.0/pythonfusion/api-reference.html">HTML</a></td> <tr> <td >Optimizer API</td> <td> C </td><td> <a href="http://docs.mosek.com/8.0/capi/index.html">HTML</a> / <a href="http://docs.mosek.com/8.0/capi.pdf">PDF</a></td> <td><a href="http://docs.mosek.com/8.0/capi/api-reference.html">HTML</a></td> <tr> <td></td><td> Java </td><td> <a href="http://docs.mosek.com/8.0/javaapi/index.html">HTML</a> / <a href="http://docs.mosek.com/8.0/javaapi.pdf">PDF</a></td> <td><a href="http://docs.mosek.com/8.0/javaapi/api-reference.html">HTML</a></td> <tr> <td></td><td> .NET </td><td> <a href="http://docs.mosek.com/8.0/dotnetapi/index.html">HTML</a> / <a href="http://docs.mosek.com/8.0/dotnetapi.pdf">PDF</a></td> <td><a href="http://docs.mosek.com/8.0/dotnetapi/api-reference.html">HTML</a></td> <tr> <td></td><td> Python </td><td> <a href="http://docs.mosek.com/8.0/pythonapi/index.html">HTML</a> / <a href="http://docs.mosek.com/8.0/pythonapi.pdf">PDF</a></td> <td><a href="http://docs.mosek.com/8.0/pythonapi/api-reference.html">HTML</a></td> <tr> <td > MATLAB Toolbox</td> <td>Matlab</td><td><a href="http://docs.mosek.com/8.0/toolbox/index.html">HTML</a> / <a href="http://docs.mosek.com/8.0/toolbox.pdf">PDF</a></td> <td><a href="http://docs.mosek.com/8.0/toolbox/api-reference.html">HTML</a></td> <tr> <td > Rmosek</td> <td>R</td><td><a href="http://docs.mosek.com/8.0/rmosek/index.html">HTML</a> / <a href="http://docs.mosek.com/8.0/rmosek.pdf">PDF</a></td> <td><a href="http://docs.mosek.com/8.0/rmosek/reference.html">HTML</a></td> <tr> <td> Command line tools</td> <td></td><td><a href="http://docs.mosek.com/8.0/cmdtools/index.html">HTML</a> / <a href="http://docs.mosek.com/8.0/cmdtools.pdf">PDF</a></td> <td><a href="http://docs.mosek.com/8.0/cmdtools/api-reference.html">HTML</a></td> <tr> <td > OptServer</td> <td></td><td><a href="http://docs.mosek.com/8.0/opt-server/index.html">HTML</a> / <a href="http://docs.mosek.com/8.0/opt-server.pdf">PDF</a></td> <td><a href="http://docs.mosek.com/8.0/opt-server/reference.html">HTML</a></td> </table>

Advanced License Administration Guide

The FlexNet License Administration Guide describes the license system employed by MOSEK for advanced user. For most users the MOSEK licensing guide mentioned above should be sufficient.

The FlexNet License Administration Guide is available as

Modeling Cookbook

The MOSEK Modeling Cookbook contains many useful tips and tricks about formulating optimization problems. It is available as

The MOSEK FAQs

The MOSEK FAQs contains

  • frequently asked questions
  • tips and tricks

The MOSEK Notebook Collection

A collection of tutorials which demonstrate how to model and solve various types of optimization problems with MOSEK. Further case studies can be found in the documentation and on MOSEK GitHub.

<table style="margin:0px auto"> <tr> <th>Title</th><th>Type</th><th>Tools</th><th>Keywords</th> </tr> <tr> <td><a href="http://nbviewer.jupyter.org/github/MOSEK/Tutorials/blob/master/Fusion/Quickstart/expressions.ipynb">An introduction to Fusion</a></td> <td>LO, CQO</td> <td>Python, Fusion</td> <td></td> </tr> <tr> <td><a href="http://nbviewer.jupyter.org/github/MOSEK/Tutorials/blob/master/Fusion/Filter%20design.ipynb">Filter design</a></td> <td>SDO</td> <td>Python, Fusion</td> <td>trigonometric polynomials, Czebyshev lowpass filter</td> </tr> <tr> <td><a href="http://nbviewer.jupyter.org/github/MOSEK/Tutorials/blob/master/Fusion/small_disks.ipynb">Geometric facility location</a></td> <td>MICQO</td> <td>Python, Fusion</td> <td>planar coverage, wireless network design</td> </tr> <tr> <td><a href="http://nbviewer.jupyter.org/github/MOSEK/Tutorials/blob/master/Fusion/Regression%20techniques%20using%20MOSEK%20Fusion%20API.ipynb">Linear regression</a></td> <td>CQO</td> <td>Python, Fusion</td> <td>Lp-norm, rotated cone</td> </tr> <tr> <td><a href="http://nbviewer.jupyter.org/github/MOSEK/Tutorials/blob/master/Portfolio/Risk%20Parity%20Portfolio%20Selection%20using%20MOSEK%20Optimizer%20API.ipynb">Risk parity portfolio selection</a></td> <td>SCOPT</td> <td>Python</td> <td>fully invested portfolio</td> </tr> <tr> <td><a href="http://nbviewer.jupyter.org/github/MOSEK/Tutorials/blob/master/Fusion/minimum%20ellipsoid.ipynb">Smallest enclosing sphere</a></td> <td>CQO</td> <td>Python, Fusion</td> <td>geometry, dualization</td> </tr> <tr> <td><a href="http://nbviewer.jupyter.org/github/MOSEK/Tutorials/blob/master/Fusion/surfacecycles/surfaceCycles.ipynb">Optimization of cycles on surfaces</a></td> <td>LO</td> <td>Python, Fusion</td> <td>geometry, topology, triangulation</td> </tr> <tr> <td><a href="http://nbviewer.jupyter.org/github/MOSEK/Tutorials/blob/master/Fusion/equilibrium/equilibrium.ipynb">Equilibrium of masses with springs</a></td> <td>CQO</td> <td>Python, Fusion</td> <td>mechanical equilibrium, potential energy</td> </tr> <tr> <td><a href="http://nbviewer.jupyter.org/github/MOSEK/Tutorials/blob/master/Fusion/unitcommitment/ucp.ipynb">Unit commitment</a></td> <td>MICQO</td> <td>Python, Fusion</td> <td>unit commitment, production planning</td> </tr> </table>

Publications and Technical Reports

The publications and technical reports are available in PDF-format. Click a title of a publication to view or download it.

<table style="margin:0px auto"> <tr> <th>Title</th><th>Associated files</th><th>Date</th><th>Revision date</th> <tr> <td><a href="http://arxiv.org/pdf/1310.3397v1.pdf">Regression techniques for Portfolio Optimisation using MOSEK</a></td><td /><td>21-oct-2013</td><td />
<tr> <td><a href="http://docs.mosek.com/whitepapers/qmodel.pdf">On formulating quadratic functions in optimization models</a></td><td /><td>04-dec-2014</td><td>02-mar-2016</td>
<tr> <td><a href="http://docs.mosek.com/whitepapers/infeas.pdf">How to use Farkas' lemma to say something important about infeasible linear problems</a></td><td /><td>12-sep-2011</td><td /> <tr> <td><a href="http://docs.mosek.com/whitepapers/pyintro.pdf">Introduction to Optimization using MOSEK and Python</a></td><td /><td>25-may-2010</td><td>25-may-2010</td> <tr> <td><a href="http://docs.mosek.com/whitepapers/portfolio.pdf">Markowitz portfolio optimization using MOSEK</td><td><a href="http://download.mosek.com/etc/misc/portfolio-files.zip">Data and code</a></td><td>02-jun-2009</td><td>14-feb-2012</td> <tr> <td><a href="http://docs.mosek.com/whitepapers/homolo.pdf">The homogeneous and self-dual model and algorithm for linear optimization</a></td><td /><td>21-apr-2009</td><td>02-jun-2009</td> <tr> <td><a href="http://docs.mosek.com/whitepapers/mosek6.pdf">MOSEK version 6</a></td><td /><td>20-oct-2009</td><td>20-oct-2009</td> <tr> <td><a href="http://docs.mosek.com/whitepapers/mosek5_01.pdf">The improvements in MOSEK version 5</a></td><td /><td>14-sep-2007</td><td>14-sep-2008</td> <tr> <td><a href="http://download.mosek.com/docs/reports/publications.pdf">MOSEK related publications</a></td><td /><td>19-aug-2011</td><td /> </table>