Mosek Optimization Tools 6.0.0.52

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Mosek Optimization Tools 6.0.0.52 | 48.6 MB

The MOSEK optimization software is designed to solve large-scale mathematical optimization problems. Click here to download the MOSEK software package. After installing the software a full featured 30 days trial license can be requested here. For information on pricing and how to order please see the sales page.

Problem types MOSEK can solve:

* Linear problems.
* Conic quadratic problems.
* Quadratic and quadratically constrained problems.
* General convex nonlinear problems.
* Mixed integer linear, conic and quadratic problems.

Technical highlights of MOSEK are:

* Problem size is only limited by the available memory.
* An interior-point optimizer with basis identification.
* Both primal and dual simplex optimizers for linear programming.
* Highly efficient presolve for reducing problem size before optimization.
* A special optimizer is available for problems with network flow structure.
* For mixed integer problems MOSEK implements a branch & bound & cut algorithm.

Parallel capabilities:

* The interior-point optimizer is capable of exploiting multiple CPUs/cores.
* A concurrent optimizer is available that makes it possible to solve one problem with different optimizers simultaneously.

Other features of MOSEK:

* Reads and writes industry standard formats such as MPS, LP and XML.
* Includes tools for infeasibility diagnosis and repair.
* Sensitivity analysis for linear problems.
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