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 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.
<modelname>.optfile = 1 ;
optfile = 1