MOSEK

The MOSEK optimization software is designed to solve large-scale mathematical optimization problems.  Below we provide an overview of MOSEK and If you have additional questions about our products feel free to contact us or browse the online documentation.


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.

Strengths of MOSEK:

The strong point of MOSEK is the interior-point point optimizer for continous linear, quadratic and conic problems. The interior-point optimizer is simply state-of-the-art.

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. Click below for details.

All interfaces are included with a MOSEK license enabling easy deployment in any setting. MOSEK is supported on many platforms. See supported platforms.

MOSEK also works with various third party tools and products.

Support

We have over a decade of experience providing support to our worldwide customer base.