# Questions tagged [mosek]

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### Why is there a separate area for PSD constraints and PSD variables in the Conic Benchmark Format?

This question pertains to the Conic Benchmark Format (CBF) for specifying a convex optimization problem. Here's a link to the specification. In the CBF specification, there are separate areas for ...
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### 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 ...
1 vote
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### MOSEK via fusion vs API vs CVXPY

In Python, I would like to solve a collection of problems, that are all solvable via MOSEK's conic optimization solvers (ExpCone, SOCP, etc.) I have tried CVXPY. I get very robust and reliable results,...
484 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 ā the coefficients must sum to $1$, no coefficient can be less than $0$, and no coefficient can ...
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### 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 ...
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### 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 ...
177 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 ...
245 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
184 views