Getting Started

Mosek package includes interfaces for C/C++, Java, Python, MATLAB, .NET and R. It comes has a set of precompiled libraries and executables with no additional dependencies. To start using MOSEK you just need few steps:

  1. Download and install MOSEK.
  2. Obtain a full featured trial license.
  3. Read the documentation
  4. Start Optimizing!

Financial Services

MOSEK is employed extensively in the financial industry to solve optimization problems arsing in connection with Markowitz portfolio optimization and related problems. MOSEK is well known in the financial industry for its state-of-the-art optimizers for quadratic and conic problems. Portfolio optimization models are most conviniently implemented using the Fusion API. Fusion is an object orientated API available Java, .NET, MATLAB and Python. Please see the extensive portfolio optimization examples in Fusion below for details.

An alternative to Fusion API is the Optimizer API. The Optimizer API is an extremely efficient matrix oriented API. However, typically building a model using the Optimizer API rather the Fusion API is a more time-consuming and error-prone process. See the following Optimizer API examples for details.

MOSEK is typically more cost effective than canned software packages aimed at portfolio optimization and provides more flexibility. Several publications related to using MOSEK for financial applications are available:

Forestry Management

MOSEK is popular choice in forestry due to its powerful and reasonable priced linear optimizer. Particularly, many customers of Remsoft Woodstock software have chosen MOSEK as their optimization solution. If you want to use MOSEK together with Woodstock, then we suggest you obtain MOSEK through Remsoft. Otherwise follow the normal trial procedure.


Try our Anaconda Package!

If you are using MOSEK from Python, we recommend the Anaconda distribution and the MOSEK Anaconda package.