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MOSEK

The NEOS Server offers MOSEK for the solution of linear programming (LP) problems, mixed-integer linear programming (MILP) problems, nonlinearly constrained optimization problems, and second-order conic optimization (SOCP) problems. LP and MILP problems can be submitted to MOSEK on the NEOS server in MPS, LP, AMPL, or GAMS format. Nonlinearly-constrained problems can be submitted in GAMS or AMPL format. SOCPs can be submitted in GAMS or MPS format.

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


Using the NEOS Server for MOSEK/GAMS


The user must submit a model in GAMS format to solve an optimization problem. For security purposes, the model submitted must adhere to the following conventions:

If you are unfamiliar with GAMS, the GAMS Documentation includes a GAMS Tutorial and User's Guide. Examples of models in GAMS format can be found in the GAMS model library.

By default, the NEOS Server limits the amount of output generated in the listing file by turning off the symbol and unique element list, symbol cross references, and restricting the rows and columns listed to zero. This behavior can be changed by specifying the appropriate options in the model file. See the documentation on GAMS output for further information.

You may optionally submit an options file if you wish to override the default parameter settings for the solver. Currently, the NEOS Server can only use optfile=1 with GAMS input. Therefore, any model that specifies a different options file will not work as intended.

Web Submission Form
Model File
To submit a problem specified in the GAMS modeling language, you need to specify the absolute path to the GAMS file on your system.
Options File
The Options file is optional and requires that the statement <modelname>.optfile = 1; exist before the solve statement in your model file. At this time, only optfile = 1 is supported, however, options may also be specified within the model input file (see the GAMS documentation).
GDX File
The GDX file is an optional file for inputs. It will be renamed in.gdx. The model must include "$GDXIN in.gdx" to load this file
Return GDX output
If the box is checked, the solver will return a compressed GDX file that contains all symbols in the model.
Return log file
If the box is checked, the log file containing information generated by the solver will be returned with the output.
Comments
You may enter any additional comments here, for example, to identify the data for your own information. These comments will be returned with your results.
Additional Settings
Dry run: generate job XML instead of submitting it to NEOS
Short Priority: submit to higher priority queue with maximum CPU time of 5 minutes
E-Mail address:
Please do not click the 'Submit to NEOS' button more than once.