The MOSEK optimization toolbox for MATLAB manual Version 7.0 (Revision 141)

22 CHAPTER 7. A GUIDED TOUR
mskscopt
Performs separable convex optimization.
The bottom layer of the MOSEK optimization toolbox consists of one procedure named mosekopt
This procedure provides a very flexible and powerful interface to the MOSEK optimization package.
However, the price for this flexibility is a more complicated calling procedure.
For compatibility with the MATLAB optimization toolbox MOSEK also provides an implementation
of linprog, quadprog and so forth. For details about these functions we refer the reader to Chapter
8.
In the following sections usage of the MOSEK optimization toolbox is demonstrated using examples.
Most of these examples are available in
mosek\7\toolbox\examp\
7.3 The MOSEK terminology
First, some MOSEK terminology is introduced which will make the following sections easy to understand.
The MOSEK optimization toolbox can solve different classes of optimization problems such as linear,
quadratic, conic, and mixed-integer optimization problems. Each of these problems is solved by one
of the optimizers in MOSEK Indeed MOSEK includes the following optimizers:
• Interior-point optimizer.
• Conic interior-point optimizer.
• Primal simplex optimizer.
• Mixed-integer optimizer.
Depending on the optimizer different solution types may be produced, e.g. the interior-point optimizers
produce a general interior-point solution whereas the simplex optimizer produces a basic solution.
7.4 Linear optimization
The first example is the linear optimization problem
minimize x 1 + 2x 2
subject to 4 ≤ x 1 + x 3 ≤ 6,
1 ≤ x 1 + x 2 ,
0 ≤ x 1 , x 2 , x 3 .
(7.1)