Sven Wiese: A tutorial to MOSEK 10

In this tutorial we give a brief introduction to Conic Optimization and the philosophy behind it, and see what role it plays and how it is employed in the software package MOSEK, in particular in the recent version 10. We then go through several examples showing how (Mixed Integer) Convex Optimization problems can be cast in the conic framework, and sketch their implementation in MOSEK Fusion, an interface specifically designed for conic modeling. Along this path we highlight several technical aspects arising when solving these problems with MOSEK.