Documentation

Documentation and API reference (MOSEK version 9.0)

Version 8 user? Please see information about portability in the section Interface changes towards the end of your API's manual.

Documentation for version 8.1 is linked at the bottom of this page. Documentation for older versions is included with the distribution.

Additional technical documentation

Modeling

The MOSEK Notebook Collection

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

Title Type Tools Keywords
Introduction to Fusion Python, Fusion
Least squares regression CQO Python, Fusion regression, LSE, regularization, lasso, ridge, Huber penalty
Linear regression techniques CQO, POW Python, Fusion regression, 2-norm, 1-norm, deadzone, p-norm, Czebyshew
Stochastic risk measures LO, EXP, POW Python, Fusion portfolio, risk measures, value-at-risk, VaR, CVaR
Risk parity portfolio selection EXP Python, Fusion risk parity, portfolio
Unit commitment MICQO Python, Fusion unit commitment, production planning
SINR Optimization GP, EXP Python, Fusion geometric program, log-sum-exp, signal-to-noise, interference
Filter design SDO Python, Fusion trigonometric polynomials, Czebyshev lowpass filter
Binary quadratic problems QP, SDP Python, Fusion SDP relaxation, branch and bound, binary QP
Subcarrier and power allocation MIO, EXP Python, Fusion power allocation, data rate, channel allocation, F-SPARC
Geometric facility location MICQO Python, Fusion planar coverage, wireless network design
Smallest enclosing sphere CQO Python, Fusion geometry, dualization
Optimization of cycles on surfaces LO Python, Fusion geometry, topology, triangulation
Equilibrium of masses with springs CQO Python, Fusion mechanical equilibrium, potential energy
Exact planar cover MIO Python combinatorial, binary variables, certificate
Approximating uncertain inequalities EXP Python, Fusion adjustable robust, approximation, safe region
Wasserstein barycenter LO Fusion, CVXPY, Pyomo Wasserstein distance, averaging, barycenter
Wasserstein barycenter with regularization EXP Fusion, CVXPY Wasserstein distance, entropy, barycenter, regularization
Utility based option pricing CQO, EXP, POW Python, Fusion stochastic process, reservation price, portfolio, option pricing, HARA utility

Publications and Technical Reports

Documentation and API reference (MOSEK version 8.1)

MOSEK Modeling Cookbook

Our Modeling Cookbook is a guide to the theory and practice of conic optimization. Learn how to express your optimization problem in conic form.