The MOSEK Optimization Software is designed to solve large-scale mathematical optimization problems. MOSEK provides specialized solvers for linear programming, mixed integer programming and many types of nonlinear convex optimization problems.

MOSEK can solve:
Linear problems.
Conic quadratic problems.
Convex quadratic problems.
General convex problems.
Mixed integer problems.

MOSEK
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.

Deployment of MOSEK
The MOSEK optimizer comes with native support for many different programming languages. Click below for details.
C/C++.
Command line tool capable of reading and writing standard text files.
Java.
MATLAB Toolbox.
.NET (C#/Visual basic).
Python.