MOSEK is a tool for solving mathematical optimization problems such as: linear programs, quadratic programs, conic problems, mixed integer problems.
The MOSEK optimization software is designed to solve large-scale mathematical optimization problems. MOSEK main features are listed below. For additional questions, contact our support or browse the online documentation.Problem types MOSEK can solve
- Conic quadratic
- Semidefinite (Positive semidefinite matrix variables)
- Quadratic and quadratically constrained
- General convex nonlinear
- Mixed integer linear, conic and quadraticTechnical highlights
- Problem size limited only by the available memory.
- Interior-point optimizer with basis identification.
- Primal and dual simplex optimizers for linear programming.
- Highly efficient presolver for reducing problem size before optimization.
- Network-simplex for problems with network flow structure.
- Branch&bound&cut algorithm for mixed integer problems.Strengths of MOSEK
The strong point of MOSEK is its state-of-the-art interior-point optimizer for continous linear, quadratic and conic problems.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 default mixed integer optimizer is parallelized and is run-to-run deterministic.Other features of MOSEK
Reads and writes industry standard formats such as the MPS and LP formats. Includes tools for infeasibility diagnosis and repair. Sensitivity analysis for linear problems.
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