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 MOSEK ApS 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.