The NEOS Server offers MOSEK for the solution of linear programming
(LP) problems, mixed-integer linear programming (MILP) problems,
and conic problems (including SDP, exponential, and power cone problems).
LP and MILP problems can be submitted to MOSEK on the NEOS server in
MPS, LP, AMPL, or GAMS format. SOCPs can be submitted in GAMS, MPS,
or CBF format. CBF format also semidefinite problems.
MOSEK is designed to solve large-scale optimization problems; the technical
strength of MOSEK is its state-of-the-art interior-point optimizer and its
branch-and-bound-and-cut algorithm for MILPs. MOSEK provides primal and dual
simplex optimizers for LP problems.
For more information, visit the MOSEK website.
MOSEK was developed by
C/O Symbion Science Park
Fruebjergvej 3, Box 16
2100 Copenhagen 0, Denmark
The user must submit a model in AMPL
format. Examples are provided in
section of the AMPL website.
The problem must be specified in a model file. A data file and commands
files may also be provided. If the commands file is specified, it must
contain the AMPL solve command; however, it must not contain
the model or data commands. The model and data
files are renamed internally by NEOS.
The commands file may include option settings for the solver. To specify
solver options, add
option mosek_options 'OPTIONS';