The MOSEK optimization software is designed to solve large-scale mathematical optimization problems.
Problem types MOSEK can solve: ? Linear problems. ? Conic quadratic problems. ? Quadratic and quadratically constrained problems. ? General convex nonlinear problems. ? Mixed integer linear, conic and quadratic problems.
Technical highlights of MOSEK are: ? Problem size is only limited by the available memory. ? An interior-point optimizer with basis identification. ? Both primal and dual simplex optimizers for linear programming. ? Highly efficient presolve for reducing problem size before optimization. ? A special optimizer is available for problems with network flow structure. ? For mixed integer problems MOSEK implements a branch & bound & cut algorithm.
Parallel capabilities: ? The interior-point optimizer is capable of exploiting multiple CPUs/cores. ? A concurrent optimizer is available that makes it possible to solve one problem with different optimizers simultaneously.
Other features of MOSEK: ? Reads and writes industry standard formats such as MPS, LP and XML. ? Includes tools for infeasibility diagnosis and repair. ? Sensitivity analysis for linear problems.
Deployment of MOSEK ? The MOSEK optimizer comes with native support for many different programming languages. Click below for details. ? C/C . ? Command line tool capable of reading and writing standard text files. ? Java. ? MATLAB Toolbox. ? .NET (C#/Visual basic). ? Python.
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