We are happy to share that our Portfolio Optimization Cookbook has been updated with a new chapter about regression. As always the new chapter is accompanied by a notebook with an illustrative code example implemented in MOSEK Fusion for Python.
Recently we added PyPSA and linopy as third party interfaces to MOSEK.
PyPSA stands for Python for Power System Analysis. It is pronounced "pipes-ah. It is a toolbox for simulating and optimizing modern power systems.
PyPSA utilizes linopy to connect to solvers, such as MOSEK. But linopy can also be used on its own. It is designed to be a link between data analysis frameworks, such as pandas and xarray, and optimization solvers, like MOSEK.
A full list of available third party interfaces to MOSEK can be seen here. If you feel like the list is not complete, whether it is an existing interface that is missing or an interface that you wished existed, let us know! This is easiest done by contacting support@mosek.com.
MOSEK offers free licenses to academics as part of our academic initiative. This also extends to academic use of MOSEK through the NEOS server.
The NEOS server is a great initiative and service hosted by Wisconsin Institute for Discovery at the University of Wisconsin in Madison. The NEOS server is a free internet-based service for solving numerical optimization problems. We at MOSEK are proud to one of the 60 supported solvers.