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 AMPL, 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 AMPL format. Examples are provided in the examples section of the AMPL website.
The problem must be specified in a model file. A data file and commands files may also be provided. If the commands file is specified, it must contain the AMPL solve command; however, it must not contain the model or data commands. The model and data files are renamed internally by NEOS. The commands file may include option settings for the solver. To specify solver options, add
solve
model
data
option mosek_options 'OPTIONS';