Wednesday, May 9, 2018

New Modeling Cookbook

We released a new, revised version of the MOSEK Modeling Cookbook

HTML     PDF (A4)     PDF (letter)

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.