The NEOS Server offers MOSEK for the solution of second order conic
optimization problems in 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 for continuous linear, quadratic and conic problems. For more
information, visit the MOSEK website.
Using the NEOS Server with MOSEK
To solve a second order cone problem (SOCP) in MPS format,
the user only needs to submit the MPS file. The MPS file may be submitted
in gzipped or zipped format, and NEOS will automatically uncompress it.
The user can specify system or algorithm parameter settings in a parameter
file. The parameter file is a plain text file, which must begin with
BEGIN MOSEK and end with
END MOSEK Each line of the file
should include a valid MOSEK parameter name followed by a value for the parameter. The list of MOSEK parameter names is available in the MOSEK documentation.