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Mosek Optimization Tools v6 0 0 61

MOSEK

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.

All interfaces are included with a MOSEK license enabling easy deployment in any setting. MOSEK is supported on many platforms. 

MOSEK can also be used in connection with several modeling languages and third party tools e.g.

    * AIMMS
    * COIN-OR
    * GAMS
    * Frontline solvers
    * Microsoft Solver Foundation
    * OptimJ