技術文件 / Documentation

您可在此找到9.3.0.BETA版本之更新說明，若需要9.2版本及其他資訊請見下方

MOSEK 9.2版本技術文件及API

• General

  Introduction

  Installation

  Licensing

  Release notes

  FAQ

• Fusion API

  C++

  Java

  .NET

  Python

• Optimizer API

  C

  Java

  .NET

  Python

• Other interfaces

  Toolbox (MATLAB)

  Rmosek (R)

  Command line

  OptServer

您是8 版本使用者?

請參閱請API 手冊最後有關介面更改( Interface changes)部分中有關可移植性的訊息。 8.1 版技術文件的超連結於本頁底部。 舊版本的技術文件包含在此版本中。

更多技術文件

• FlexNet License Administration Guide (PDF) – 專為進階客戶設計使用指南(多數使用者可在上方MOSEK使用指南中獲得問題解答。

使用MOSEK建模

• The MOSEK Modeling Cookbook - (HTML)是一本關於圓錐最佳化的數學導向出版物，介紹了有關如何制定最佳化問題的理論、範例以及許多技巧和竅門，也提供PDF(A4/Letter版本)
• Portfolio Optimization with MOSEK - 使用Optimizer 和Fusion API 的投資組合最佳化模型總集。
• Conic Modeling Cheatsheet (PDF).

MOSEK 使用手冊系列說明

請參閱下方如何使用MOSEK建模及解決各種最佳化問題範例的使用手冊。您可在MOSEK GitHub上找到更多範例。

• 主題

  類型

  工具

  關鍵字

• Introduction to Fusion

  Python, Fusion

• Least squares regression

  CQO

  Python, Fusion

  regression, LSE, regularization, lasso, ridge, Huber penalty

• Small online example

  CQO

  Python, Fusion

  OptServer, regression, online

• 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

• Wasserstein barycenter (Julia)

  LO

  Julia, JuMP

  Wasserstein distance, averaging, barycenter

• Wasserstein barycenter with regularization (Julia)

  EXP

  Julia, JuMP

  Wasserstein distance, entropy, barycenter, regularization

• Utility based option pricing

  CQO, EXP, POW

  Python, Fusion

  stochastic process, reservation price, portfolio, option pricing, HARA utility

• Distributionally robust portfolio

  LO

  Python, Fusion

  stochastic optimization, robust optimization, portfolio, Wasserstein metric

出版品及技術報告

• 主題

  相關檔案

  日期

  更新日期

• Projection onto the exponential cone: a univariate root-finding problem

  12-jan-2021

• A computational practicability study of MIQCQP reformulations

  08-dec-2020

  10-dec-2020

• A primal-dual interior-point algorithm for nonsymmetric exponential-cone optimization

  27-may-2019

  10-mar-2021

• Regression techniques for Portfolio Optimisation using MOSEK

  21-oct-2013

• On formulating quadratic functions in optimization models

  04-dec-2014

  02-mar-2016

• How to use Farkas' lemma to say something important about infeasible linear problems

  12-sep-2011

• Markowitz portfolio optimization using MOSEK

  Data and code

  02-jun-2009

  14-feb-2012

• The homogeneous and self-dual model and algorithm for linear optimization

  21-oct-2013

• MOSEK related publications

  19-aug-2011

MOSEK 8.1版本技術文件及API

• General

  Introduction

  Installation

  Licensing

  Release notes

  FAQ

• Fusion API

  C++

  Java

  .NET

  Python

  MATLAB

• Optimizer API

  C

  Java

  .NET

  Python

• Other interfaces

  Toolbox (MATLAB)

  Rmosek (R)

  Command line

  OptServer