The MOSEK Modeling Cookbook
(HTML)
- is a mathematically oriented publication about conic optimization which presents the theory, examples and many tips and tricks about formulating optimization problems. Also available as
PDF (A4)
and
PDF (letter)
.
Portfolio Optimization with MOSEK
- a collection of portfolio optimization models, code samples and the MOSEK Portfolio Optimization Cookbook.
A collection of tutorials which demonstrate how to model and solve various optimization problems with MOSEK. Further case studies can be found in the documentation and on
MOSEK GitHub
.