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.
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.
* 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.
MOSEK version 220.127.116.11
The new version includes important performance enhancements and bug fixes. The major changes are:
Improved the dense column detection.
Improved the presolve to handle a numerical bad case related to doubleton equations better.
Fixed a bug that made Java, .NET and Python optimizer APIs which caused a crash in special cases.
Fixed a bug in the put solution slice functions that occurred if no solution was previously defined.
Employ a newer version of the Intel C compiler tool chain.
Special characters are now allowed in license paths on Windows.
Fixed a bug that made the interior-point optimizer crash in certain extremely rare cases.
Updated the toolbox manual.