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MOSEK


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.

Key Features

  • 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 presolveĀ  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.

Deployment with AMPL and AMPL STUDIO
MOSEK solver can be invoked from our AMPL and AMPL STUDIO modelling system.