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.
- 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.
- 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.
- Command line tool capable of reading and writing standard text files.
- MATLAB Toolbox.
- .NET (C#/Visual basic).
Deployment with AMPL and AMPL STUDIO
MOSEK solver can be invoked from our AMPL and AMPL STUDIO modelling system.