MOSEK

Features

The MOSEK optimization software is designed to solve large-scale mathematical optimization problems. MOSEK main features are listed below. For additional questions, contact our support or browse the online documentation.

Problem types MOSEK can solve

  • Linear
  • Conic quadratic
  • Conic with exponential and power cone
  • Semi-definite (Positive semi-definite matrix variables)
  • Convex quadratic and quadratically constrained
  • Mixed integer linear, conic and quadratic

Technical highlights

  • Problem size limited only by the available memory
  • Primal and dual simplex optimizers for linear programming
  • Highly efficient pre-solver for reducing problem size before optimization
  • Branch&bound&cut algorithm for mixed integer problems

Strengths and features of MOSEK

  • The strongest point of MOSEK is its state-of-the-art interior-point optimizer for continuous linear, quadratic and conic problems
  • Exploits hardware i.e. SSE2 instructions available in recent Intel CPUs
  • The optimizer is parallelized and capable of exploiting multiple CPUs/cores
  • The optimizer is run-to-run deterministic
  • Reads and writes industry standard formats such as the MPS, CBF and LP formats
  • Includes tools for infeasibility diagnosis, repair and sensitivity analysis for linear problems
  • Ships with an optimization server for remote optimization

Interfaces

See supported platforms for details.

  • Optimizer API: C, Java, .NET, Python
  • Fusion API: C++, Java, .NET, Python
  • MOSEK optimization toolbox for MATLAB
  • R package
  • Command line interface
  • Other third party commercial and open-source tools and products have interfaces to MOSEK
  • Supported platforms: OSX, Windows, Linux

Non features

  • MOSEK can not solve nonconvex problems. Only convex problems including one or more integer constrained variables
  • MOSEK has no sequential quadratic optimizer because it is not competitive with the algorithms implemented in MOSEK

Try our Remote Optimization Server!

The Optimization Server (OptServer) is a MOSEK service for executing optimization tasks on a remote machine, including job scheduling, user management and other features. See documentation for details.