MOSEK includes interfaces for C/C++, Java, Python, MATLAB, .NET, and R. It comes with a set of precompiled libraries and executables with no additional dependencies. To start using MOSEK you just need a few steps:
- Download MOSEK.
- Install the software following the installation guide.
- Get a fully featured Trial License if you are from a private or public company, or Academic License if you are a student/professor at a university.
- Install the license following the instructions received or check the licensing guide.
- Read the documentation for your interface.
- Start Optimizing!
MOSEK is employed extensively in the financial industry to solve optimization problems arising in connection with Markowitz portfolio optimization and related problems. See our Portfolio Optimization Resource Page for links to tutorials, examples, code samples, and the MOSEK Portfolio Optimization Cookbook.
MOSEK is a popular choice in forestry due to its powerful and reasonably priced linear optimizer. Particularly, many customers of Remsoft Woodstock software have chosen MOSEK as their standard optimization solution. If you want to use MOSEK together with Woodstock, we suggest you obtain MOSEK through Remsoft. Otherwise, follow the normal trial procedure.