Mosek Optimization Tools 6.0.0.61

Mosek Optimization Tools 6.0.0.61

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.

mosek

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