The NEOS Server offers MOSEK for the solution of second order conic
optimization problems in GAMS format.
MOSEK is designed to solve large-scale optimization problems; the
technical strength of MOSEK is its state-of-the-art interior point
optimizer for continuous linear, quadratic and conic problems.
For more information, visit the MOSEK
Using the NEOS Server with MOSEK
The user must submit a model in GAMS
format to solve a second order cone problem (SOCP).
For security purposes, the model
submitted must adhere to the following conventions:
If you are unfamiliar with GAMS, the
includes a GAMS Tutorial and User's Guide. Examples of models in GAMS
format can be found in the
GAMS model library and an
- It must be self-contained, i.e., no $include or $batinclude statements.
- It may not execute external programs, i.e., no $call or execute statements.
- It may not create files, i.e., no put files or $echo statements.
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.