AIMMS - MOSEK

The MOSEK solver is a solver for Linear Programming (LP), Mixed Integer Programming (MIP), Quadratic Programming (QP/QCP/MIQP/MIQCP) and convex Nonlinear Programming problems. MOSEK's interior point algorithm is well suited for solving large-scale linear programs and quadratic programs. It is also capable of efficiently solving smooth convex nonlinear optimization problems.

Linear Programming

MOSEK Basic offers various algorithms for solving LP problems: you can choose between the primal or dual simplex algorithm, the interior point algorithm and the network algorithm. The interior-point optimizer is capable of using multiple CPUs or cores. The parallel optimizer is included within MOSEK at no extra charge.

Mixed Integer Programming

MOSEK Full can also solve MIP problems. The MOSEK branch-and-bound algorithm for solving MIP problems uses modern features like cutting planes and heuristics to find integer solutions.

Quadratic Programming and Convex Nonlinear Programming

MOSEK Basic can be used to solve Quadratic Programming (QP) problems which are problems with linear constraints and a quadratic objective function. It can also handle problems that have quadratic constraints: Quadratic Constraint Programming (QCP). MOSEK Full can also handle the variants with integer variables: Mixed Integer Quadratic Programming (MIQP) problems and Mixed Integer Quadratic Constraint Programming (MIQCP) problems. MOSEK Basic can handle convex Nonlinear Programming problems.

About MOSEK

MOSEK is developed and supported by MOSEK ApS. MOSEK is a registered trademark of MOSEK ApS.
Website: http://www.mosek.com

Supported Versions

AIMMS supports MOSEK 5.

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