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 NL format. The NEOS Server will
automatically handle an NL model in either binary or text
format. NL files in either format can additionally be zipped,
gzipped, or tarred prior to submission if desired.
An options file can optionally be specified. Please note that certain
options may be restricted, altered, or removed by the NEOS server
prior to solving. For example, users are limited to a max of four
solver threads -- requests for more threads in the options file
will not be honored.