MOSEK Tutorials

A collection of tutorials for the MOSEK package. Compatible with version 9 of MOSEK.

The provided material complements the official MOSEK documentation with case studies, step-by-step tutorials and other material that may not fit otherwise.

Notebooks:

• Introduction to Fusion
• Small online example, [Run in Google Colab]
• Least squares regression
• Linear regression techniques
• Stochastic risk measures
• Risk parity portfolio selection
• Unit commitment
• SINR Optimization
• Filter design
• Binary quadratic problems
• Subcarrier and power allocation
• Geometric facility location
• Smallest enclosing sphere
• Optimization of cycles on surfaces
• Equilibrium of masses with springs
• Exact planar cover
• Approximating uncertain inequalities
• Wasserstein barycenter
• Wasserstein barycenter with regularization
• Wasserstein barycenter (Julia)
• Wasserstein barycenter with regularization (Julia)
• Utility based option pricing
• Distributionally robust portfolio

Many notebooks are accompanied by source code files and other material. Please browse the relevant directory.

Some of the math equations render better in this external viewer. Direct viewing links are available on the MOSEK website.

This work is licensed under a Creative Commons Attribution 4.0 International License. The MOSEK logo and name are trademarks of Mosek ApS. The code is provided as-is. Compatibility with future release of MOSEK or the Fusion API are not guaranteed. For more information contact our support.