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The MOSEK optimization
software is designed to solve large-scale mathematical 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.

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.

Home Page -
http://www.mosek.com/index.php?id=28