Questions tagged [mosek]

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11
votes
5answers
1k views

Dividing machines into groups of equal sizes so that each group has approximately same productivity

I have set of machines with varying productivity. I want put the machines in different groups so that the groups have approximately equal productivity. Lets say, we have $M$ machines. and we want to ...
3
votes
1answer
85 views

Mosek Fusion APIs

Does anyone know if there is a list of available function APIs for Mosek Fusion APIs? Namely, what functions are available, their arguments list and meaning, what they do. Something similar to UNIX ...
3
votes
1answer
151 views

Are short-sell allowed in conic formulation of Markowitz optimization?

Sorry to ask a question about the basic Markowitz portfolio optimization. The example is from Mosek's example book. The basic Markowitz portfolio optimization is formulated as: The book mentioned we ...
1
vote
1answer
90 views

Questions on Mosek Fusion Power Cone example

Just trying to understand the example given in Mosek Fusion handbook as shown I'm not exactly sure how to convert 7.3 to 7.4 in terms of objective function. I understand the power cone $P_{3}^{0.2, 0....
6
votes
0answers
99 views

Cases where RLT/SDP relaxation does not work well with standard quadratic optimization

(For people who don't know what RLT is): I am maximizing an indefinite quadratic function over a standard simplex, i.e., the standard quadratic optimization problem. A well-known approach is to relax ...
5
votes
1answer
139 views

Which solver solves PSD constrained convex non-linear problem

I have a problem with a vector variable $w \in \mathbb{R}^n$ and a symmetric matrix variable $V \in \mathbb{R^{n \times n}}$. I am solving a problem which is roughly like: \begin{align} \begin{array}{...