MOSEK

Linear programming, quadratic programming, conic quadratic programming, and convex programming.

 

Information about MOSEK.

Products:
Problems:
Solves large-scale linear, convex quadratic, conic quadratic, and smooth convex optimization problems of unlimited size (limited by computer memory only).

Handles integer variables for linear, quadratic, and convex quadratically constrained optimization problems.

 
Optimizers:
Interior-point optimizer:
Is available for all supported problem classes including an optional basis identification for linear problems.
Primal simplex:
Is available for linear problems.
Mixed integer:
Is available for linear, quadratic and quadratically constrained optimization problems.
Efficiency:
The MOSEK interior-point optimizer is well-known for speed and stability. Fine tuning of algorithmic parameters to obtain good performance is hardly ever needed. The software exploits problem sparsity and structure automatically to achieve the best possible efficiency.
Intefaces:
MPS:
Accepts linear, quadratic, quadratically constrained, and conic quadratic problems in the industry standard MPS formated files.
 
API:
An Application Program Interface is provided which makes it possible to call MOSEK from C, C++, Fortran, Visual Basic, and other languages.
AMPL:
AMPL interface is included.
MATLAB:
The MOSEK optimization toolbox for MATLAB makes it easy to use MOSEK from within MATLAB.
Platforms:
Supported platforms:
Parallel:
A parallel version is available for all supported platforms except Windows 95/98/ME.
Contact infomation:


eda 2001-09-20