An easy to use interface allowing usage of MOSEK from MATLAB is included in the MOSEK distribution. The main features of the MOSEK optimization toolbox for MATLAB are:

• Combines the convenience of MATLAB with the speed of C code.
• Ideal for fast prototyping and experimentation.
• Includes the MATLAB optimization toolbox compatible functions linprog and quadprog.

Using MOSEK optimization toolbox you can solve large-scale

• linear,
• conic quadratic,
• convex quadratic,
• convex separable,
• geometric,
• mixed integer

optimization problems. Moreover, the toolbox can be used to solve

• (constrained) linear least squares and,
• one and infinity norm estimation

problems. The optimization toolbox supports many different versions of MATLAB. Moreover, the optimization toolbox for MATLAB includes extensive documentation that makes it easy to use.

A MOSEK license can be used with any of the supported interface, you are not constrained to use MATLAB only so you develop the prototype in MATLAB and later build the final application in C or Java for instance with purchasing additional licenses.