|
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. MOSEK can solve:
|
Interfaces included in MOSEK:
Technical highlights of MOSEK are:
For more information about MOSEK click here. |
A new technical report is available that demonstrates how easy it is to use MOSEK for the Markowitz portfolio optimization problems even if transactions costs are included. Please consult our publications and grab a copy of the report.