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.
- The mixed-integer optimizer is capable of using the concurrent optimizer to gain robustness.
Other features of MOSEK:
- Deals with primal and dual infeasible problems in a systematic way.
- Reads and writes industry standard formats such as MPS, LP and XML.
- Includes tools for infeasibility diagnosis and repair.
- Correct 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.
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