MOSEK 6.0.0.93

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The MOSEK optimization software is designed to solve large-scale mathematical optimization problems. Click here to download the MOSEK software package. After installing the software a full featured 30 days trial license can be requested here. For information on pricing and how to order please see the sales page.
 

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.