The NEOS Server offers MOSEK for the solution of nonlinearly constrained
optimization problems in GAMS format.
MOSEK is an extremely efficient implementation of an interior point
algorithm for the solution of linear and mixed integer programs and
convex nonlinear programs. Highlights of the nonlinear MOSEK
- It employs the best interior-point technology.
- It solves large-scale smooth nonlinear convex optimization problems.
- It is particularly efficient for quadratic and quadratically constrained optimization problems.
- It detects a primal or dual infeasibility reliably.
- It does NOT work for nonconvex problems.
MOSEK was developed by
C/O Symbion Science Park
Fruebjergvej 3, Box 16
2100 Copenhagen 0, Denmark
Using the NEOS Server for MOSEK
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
gives a quick introduction to the essentials of a GAMS model and the
output provided when the model is solved. Examples of models in GAMS
format can be found in the
GAMS model library and an
is also available.
- The model must be self contained, i.e. no $include or $batinclude
- No execution of external programs is allowed, i.e. no $call or execute
- No file creation, i.e. no put files or $echo
An option file can be used to specify MOSEK options. 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.
The NEOS Server initially 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 the
modeling language for further information.