The NEOS Server offers MOSEK for the solution of mixed integer linear programming (MILP) problems in AMPL format.
MOSEK is designed to solve large-scale optimization problems; the technical strengths of MOSEK are its state-of-the-art interior-point optimizer and its branch-and-bound-and-cut algorithm for MILPs. For more information, visit the MOSEK website.
Using the NEOS Server for MOSEK
The user must submit a model in AMPL
format to solve an MILP. The examples section of the AMPL website provides examples of models in AMPL format.
The MILP must be specified by a model file with the options of a data file and
a commands file. If the commands file is specified, it must contain the AMPL
solve; command. However, the commands file must not contain
data commands. The model and data files are renamed internally by NEOS.
The commands file may include option settings for MOSEK along with AMPL commands. To specify solver options, add
option mosek_options "OPTIONS";
where OPTIONS is a list of one or more of the MOSEK options, which are listed in
the MOSEK Optimization Tools manual.