We released a new, revised version of the MOSEK Modeling Cookbook
where you can find practical modeling examples and some theory behind:
- linear optimization,
- conic quadratic optimization,
- the power cone,
- the exponential cone (relative entropy cone),
- semidefinite optimization,
- duality in linear and conic optimization,
- mixed-integer optimization,
- quadraticaly constrained optimization,
- and numerical issues.
The Modeling Cookbook is a general compendium of practical conic optimization. It is a generic mathematical publication without any code samples or references to the MOSEK API, although it covers areas of optimization that are supported by MOSEK 8 or the upcoming MOSEK 9.
