# Questions tagged [mosek]

The tag has no usage guidance.

10 questions
Filter by
Sorted by
Tagged with
387 views

### Simple OLS problem can only be solved in SCS. Is the dual infeasible?

Essentially, I am trying to solve a simple orthogonal least-squares (OLS) problem with some constraints — the coefficients must sum to $1$, no coefficient can be less than $0$, and no coefficient can ...
242 views

### Is it possible to express these constraints with basic cones?

I have the following optimization problem: \begin{align}\min&\quad x\\ \text{s.t.}&\quad x=\max_{i} \{x_{i}\}\\ &\quad x_{i}y_{i}=z_{i}\\ &\quad x_{i}, y_{i}, z_{i}\geqslant0 \end{...
• 61
979 views

### Julia JuMP successive optimization

I am using Julia's JuMP package to solve a cutting-plane method. Namely, I solve a sub-problem, find the most-violated constraint in the master problem, add that to ...
• 3,970
246 views

### Compute Scaling factor(s) for linear constraint ($A@x<b$)

We optimize large-scale optimization problems with tens of thousands of variables and constraints with Cvxpy + Commercial solvers (e.g. Gurobi, Mosek). The coefficient range easily exceeds the ...
• 460
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 ...
• 2,211
161 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 ...
• 129
223 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 ...
• 129
1 vote