The MOSEK Optimization Software is designed to solve
large-scale mathematical optimization problems.
MOSEK provides specialized solvers for linear
programming, mixed integer programming and many
types of nonlinear convex 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.
* Command line tool capable of reading and writing
standard text files.
* C/C++.
* 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
Support
* We have over a decade of experience providing
support to our worldwide customer base.
http://www.mosek.com
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