"MOSEK" (Optimization Method)
- "MOSEK" calls the MOSEK optimization solver library.
Details
- MOSEK is a commercial solver for large-scale sparse linear and quadratic optimization problems with real and mixed-integer variables and conic optimization problems with real variables.
- In addition to real-valued conic problems, MOSEK allows mixed-integer variables in combination with the linear, quadratic, exponential and power cones.
- Visit the following page for information on how to get a license from MOSEK ApS.
- Method "MOSEK" can be used in any convex optimization function as well as NMinimize and related functions for appropriate problems.
- Possible options for method "MOSEK" and their corresponding default values are:
-
Examples
open all close allBasic Examples (2)
Minimize subject to the constraint with method "MOSEK":
Minimize TemplateBox[{{{, {x, ,, y}, }}}, Norm] subject to the constraints , for integer with method "MOSEK":
Scope (17)
Applicable Functions (8)
Use NMaximize with method "MOSEK" to maximize 1-TemplateBox[{{x, +, {2, y}}}, Abs] subject to linear constraints:
Use ConvexOptimization to minimize over a disk centered at with radius
Get the minimum value and the minimizing vector using solution properties:
Use ConicOptimization to minimize subject to TemplateBox[{{x, +, , y}}, Abs]^(1.5)<=t and {x,y} in Disk[{1,1}]:
Get the dual maximizer:
Use SemidefiniteOptimization to minimize subject to the positive semidefinite matrix constraint (x 1; 1 y)_(TemplateBox[{2}, SemidefiniteConeList])0:
Find the solution:
Use SecondOrderConeOptimization to minimize subject to :
Define the objective as and the constraints as TemplateBox[{{{{a, _, i}, ., x}, +, {b, _, i}}}, Norm]<=alpha_i.x+beta_i,i=1,2:
Specify the equality constraint as:
Solve using matrix-vector inputs:
Use QuadraticOptimization to minimize minimize subject to and :
Define objective as and constraints as and :
Solve using matrix-vector inputs:
Use LinearOptimization to minimize subject to :
Combine the coefficients into and use a vector variable :
Use GeometricOptimization to maximize the area of a rectangle such that the perimeter is at most 1:
Scalable Problems (9)
Minimize Total [x] subject to the constraint using vector variable with non-negative values:
Minimize Total [x] subject to the constraint with a non-negative integer-valued vector:
Minimize Total [x] subject to the constraint using a vector variable :
Minimize the sum of the integer-valued coordinates of a point lying within a 1000-dimensional unit ball:
Minimize for a sparse symmetric semidefinite matrix , subject to constraint :
Minimize subject to the constraint for large sparse matrices , and :
Minimize x.Q.x+Total [x] for a sparse symmetric semidefinite matrix , subject to Total [x]≥1:
Given an matrix with non-negative real entries, find a diagonal matrix with positive entries that minimizes the sum of squares (the Frobenius norm squared) of the similar matrix :
Let be the diagonal entries of . Since is positive, the entries of are , so the entries of the product are :
Find that minimizes :
Tech Notes
Related Guides
Related Workflows
- Get a License for MOSEK