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
- 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
- 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
InterfacesSee 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
- 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.