MOSEK
From NEOS
Linear programming, quadratic programming, conic quadratic programming, and convex programming.
Contents |
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.
