The MOSEK Optimization Software

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:

Linear problems.
Conic quadratic problems.
Convex quadratic problems.
General convex problems.
Mixed integer problems.

Interfaces included in MOSEK:

Complete native interfaces for: C/C++, .NET, Java and Python.
Optimization toolbox for MATLAB.

Technical highlights of MOSEK are:

Both simplex and interior-point based optimizers are available.
Employs a branch & bound & cut algorithm for mixed integer problems.
Can exploit multiple CPUs.

For more information about MOSEK click here.

New to MOSEK

If you are new to MOSEK, then we suggest you visit the introduction section.

Markowitz portfolio optimization using MOSEK.

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.

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Latest News

6.01.10
MOSEK version 6.0.0.61 is released.

9.12.09
MOSEK version 6.0.0.58 is released.

30.11.09
MOSEK version 6.0.0.55 is released.

4.11.09
MOSEK version 6 is released.

2.10.09
Price list update

Mosek ApS - Fruebjergvej 3, Box 16 - 2100 Copenhagen O - Denmark - Ph.: +45 39 17 99 07 - Fax: +45 39 17 98 23 - Email: info@mosek.com