2. About this manual

This manual covers the general functionality of MOSEK and the usage of the MOSEK Python API.

The MOSEK Python Application Programming Interface makes it possible to access the MOSEK optimizer from any Python application. The whole functionality of the native C API is available through a thin, class-based interface using native Python types and exceptions. All methods in the interface are thin wrappers around functions in the native C API, keeping the overhead induced by the API to a minimum.

The API can be used in Python scripts as well as from the interactive Python command-line. The Python interface is particularly well-suited for fast prototyping of models and for debugging and displaying portions of a problem loaded from a file.

The Python interface consists of one single module, pymosek, containing classes and constants used with MOSEK.

New users of the MOSEK Python API are encouraged to read:

This should introduce most of the data structures and functionality necessary to implement and solve an optimization problem.

Chapter 7 contains general material about the mathematical formulations of optimization problems compatible with MOSEK, as well as common tips and tricks for reformulating problems so that they can be solved by MOSEK.

Hence, Chapter 7 is useful when trying to find a good formulation of a specific model.

More advanced examples of modelling and model debugging are located in

Finally, the Python API reference material is located in

Wed Feb 29 16:13:01 2012