MOSEK Optimization Tools 184.108.40.206 | 28.8 mb
The MOSEK optimization software is designed to solve large-scale mathematical optimization problems. Click here to download the MOSEK software package.
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.
• 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.
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