MOSEK

From NEOS

Linear programming, quadratic programming, conic quadratic programming, and convex programming.

Contents 1 Information about MOSEK 1.1 Products 1.2 Problem types 1.3 Optimizers 1.4 Efficiency 1.5 Intefaces 1.6 Supported platforms 1.7 Trial version 1.8 Contact infomation

Information about MOSEK

Products

• MOSEK optimization tools.

Problem types

MOSEK solves large-scale

• linear,
• convex quadratic,
• conic quadratic,
• smooth convex,
• and network flow

optimization problems of unlimited size (limited by computer memory only). Integer variables are handled too.

Optimizers

Interior-point optimizer

Is available for all supported problem classes including an optional basis identification for linear problems.

Primal and dual simplex optimizer

Is available for linear problems.

Mixed integer

Is available for linear, quadratic and quadratically constrained optimization problems.

Network flow

A specialized and extremely fast network flow optimizer is available linear network flow problems.

Efficiency

The MOSEK interior-point optimizer is well-known for speed and stability. Fine tuning of algorithmic parameters to obtain good performance is hardly ever needed. The software exploits problem sparsity and structure automatically to achieve the best possible efficiency.

Intefaces

• APIs are available for
  • C/C++
  • Java
  • .NET
  • Python
• Command line tool accepts
  • MPS formatted files
  • LP formatted files
• Modelling language support.
  • AIMMS
  • AMPL
  • GAMS
• Other
  • MATLAB: The MOSEK optimization toolbox for MATLAB makes it easy to use MOSEK from within MATLAB.

Supported platforms

• Windows 32 bit and 64bit.
• MAC OSX 32 bit.
• Linux 32 bit and 64 bit
• Solaris 32 bit and 64 bit.

Trial version

A trial version is avaiable from http://www.mosek.com/download/.

Contact infomation

• Email: info@mosek.com
• Website: www.mosek.com.