Mosek Optimization Tools v6.0.0.78

Mosek Optimization Tools v6.0.0.78 | 46.20 MB

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.

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