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
C/O Symbion Science Park
Fruebjergvej 3, Box 16
2100 Copenhagen 0, Denmark
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
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.
<modelname>.optfile = 1;
optfile = 1