MOSEK is a software package for the solution of linear, mixed-integer linear, quadratic, mixed-integer quadratic, quadratically constraint, conic and convex nonlinear mathematical optimization problems. The emphasize in MOSEK is on solving large scale sparse problems. Particularly the interior-point optimizer for linear and conic quadratic (aka. Second-order cone programming) problems is very efficient. A special feature of the MOSEK interior-point optimizer is that it is based on the so-called homogeneous model which implies MOSEK can reliably detect a primal and/or dual infeasible status as documented in several published papers.

In addition to the interior-point optimizer MOSEK includes:

• Primal and dual simplex optimizer for linear problems.
• A primal network simplex optimizer for problems with special network structure.
• Mixed-integer optimizer for linear, quadratic and conic problems.

MOSEK provides interfaces to the C

C (programming language)

C is a general-purpose computer programming language developed between 1969 and 1973 by Dennis Ritchie at the Bell Telephone Laboratories for use with the Unix operating system....

 , C#, Java and Python languages. Most major solver languages are made compatible for MOSEK, examples are: AIMMS

AIMMS

AIMMS is a software system designed for modeling and solving large-scale optimization and scheduling-type problems....

, AMPL

AMPL

AMPL, an acronym for "A Mathematical Programming Language", is an algebraic modeling language for describing and solving high-complexity problems for large-scale mathematical computation AMPL, an acronym for "A Mathematical Programming Language", is an algebraic modeling language for describing and...

, GAMS

GAMS

-Acronyms:* General Algebraic Modeling System , a mathematical optimization computer program* Guide to Available Mathematical Software , a project of the National Institute of Standards and Technology...

, OptimJ

OptimJ

OptimJ is an extension of the Java with language support for writing optimization models and abstractions for bulk data processing. OptimJ aims at providing a clear and concise algebraic notation for optimization modeling, removing compatibility barriers between optimization modeling and...

and Microsoft Solver Foundation.

MOSEK provides faculty, students, or staff of a degree-granting academic institution a free unlimited size license. The free academic license can only be used for research or educational purposes.