mosek_example

mosek for LP/CQO/POW/GP/SDO/MILO/MICO/DJC/Reopt mosek link:https://docs.mosek.com/latest/cxxfusion/optimization-tutorials.html

How To Use

mkdir build
cd build
cmake ..
make
./mosekTutorial_cqp

by the way

If you are new to CMake, the way write CMakeLists.txt may help you.

SOCP compare bet PLMALM and mosek

min a+2b+3c+4d+5e+6f+7g
||(7a + 1,6b + 3,5c+ 5,4d+ 7,3e+ 9,2f+ 11,g+ 13)|| ≤a+1.0

性能比较：常见的SOCP问题 (without using sparse matrix)

• precise:1e-5
• PLM-ALM+L-BFGS性能优于 Mosek，而Mosek更容易制定.
• PLM-ALM+L-BFGS:0.00006800 second
• Mosek Time: 0.00187487