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
To solve a problem in MPS format, you only need to submit the MPS
file. The MPS file may be submitted in gzipped or zipped format, and
NEOS will automatically uncompress it.
The user can specify system or algorithm parameter settings in a
parameter file. The parameter file is a plain text file, which must
Note: Only LPs, MILPs, and SOCPs can be
submitted in MPS format.