MOSEK is a software package for solving mathematical optimization problems.
The core of MOSEK consists of a number of optimizers that can solve various optimization problems. The problem clases MOSEK is designed to solve are:
General convex problems. In particular, MOSEK is wellsuited for:
These problem classes can be solved using an appropriate optimizer built into MOSEK:
All the optimizers available in MOSEK are built for solving large-scale sparse problems and have been extensively tuned for stability and performance.
There are several ways to interface with MOSEK:
Files:
APIs: MOSEK can also invoked from various programming languages.
Thrid party programs:
This manual consists of two parts each consisting of several chapters.
The first part consists of the Chapters 4 to 14 and is a User's guide which provides a quick introduction to the usage of MOSEK. The last part consists of appendixes A - I is a reference manual for the MOSEK command line tool, file formats and parameters.