Mosek Optimization Tools v6.0.0.66

The 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.

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.

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