The MOSEK optimization software is designed to solve large-scale
mathematical optimization problems.
Problems MOSEK can solve:
.Linear problems (integer constrained variables allowed).
.Conic quadratic problems.
.Quadratic and quadratically constrained problems (integer constrained
variables allowed).
.General convex nonlinear problems.
Technical highlights of MOSEK are:
.For continuous problems MOSEK implements the simplex and interior-point
based algorithms.
.For mixed integer problems MOSEK implements a branch & bound & cut
algorithm.
.The MOSEK interior-point optimizer is capable of exploiting multiple
processors.
Interfaces included in MOSEK:
.C/C++ API.
.Allows any application coded in a C/C++ compatible language to use
the MOSEK optimization tools.
.Extensive documentation is provided.
.Command line interface.
.The command line interface accepts (extended) LP and MPS file
formatted files.
.Java API.
.class based interface which supports the SUN Java framework.
.Allows any application coded in Java to use the full functionality
of the MOSEK optimization tools.
.Extensive documentation is provided.
.Microsoft .NET API.
.A class based interface which supports the Microsoft .NET framework.
.Allows any application coded in a .NET compatible language such as
C++, C#, and Visual Basic to use the MOSEK optimization tools.
.Extensive documentation is provided.
Third-party application links included in MOSEK:
.MATLAB toolbox interface.
.The optimization toolbox interface for MATLAB provides an easy-to-use
interface to MOSEK.
.It combines the convenience of MATLAB with the speed of C code.
.Ideal for fast prototyping and experimentation.
.Extensive documentation is provided.
Modeling environments MOSEK works with:
.AIMMS.
.Supports linear optimization in MOSEK.
.AMPL..
.Supports linear and nonlinear optimization in MOSEK
.An algebraic modelling language for formulating optimization problems.
.GAMS.
.Supports linear, nonlinear, and conic optimization in MOSEK.
.SolveLPx.
Mosek 4.0 Download File Size: 22.66 MB