MOSEK knowledge base.

• Frequently asked questions
• Tips and Tricks
• Third party interfaces and tools
• Glossary

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• 1. Frequently Asked Questions
  • 1.1. What does it mean when MOSEK reports out of space?
  • 1.2. Can the C API be used from Fortran?
  • 1.3. Can MOSEK solve semi-definite optimization problems?
  • 1.4. MOSEK is not solving my quadratic optimization problem fast enough. What should I do?
  • 1.5. Why does not MOSEK allows a quadratic term in the objective for conic models?
  • 1.6. Can MOSEK solve nonconvex problems?
  • 1.7. Can MOSEK handle SOS (or SOS2) sets in mixed integer optimization?
  • 1.8. Why does MOSEK not report a dual solution when I have solved a mixed integer problem?
  • 1.9. Can I get the solution MOSEK produce in every iteration of the optimizer?
  • 1.10. Can the MOSEK interior-point optimizers be hot-started?
  • 1.11. Is MOSEK using a BLAS subroutine library?
  • 1.12. Why does MOSEK not produce the same solution for a problem when using multiple threads?
  • 1.13. Is the mixed integer optimizer parallelized in MOSEK?
  • 1.14. Is the simplex optimizer in MOSEK parallelized?
  • 1.15. I dump a nonlinear problem to a file using MOSEK but MOSEK ignores the nonlinear functions. Why?
  • 1.16. How to model absolute value?
  • 1.17. Is there an automatic of finding all redundant constraints (bounds)?
  • 1.18. Can MOSEK run on virtualized server such as WmWare server?
  • 1.19. Can a MOSEK license be used under Citrix?
  • 1.20. How does the MOSEK license system work?
  • 1.21. What does a license server do?
  • 1.22. Is it possible to reserve a number licenses to particular group of users or hosts?
  • 1.23. Is it possible to use MOSEK on a laptop detached from the LAN(WAN)?
  • 1.24. The license checkout from a client is very slow. What to do?
  • 1.25. How many license servers should I have?
  • 1.26. How do I get the license server working under Ubuntu?
  • 1.27. MOSEK says that my license only allows few variables or constraints. Why?
  • 1.28. How do I write an MPS file using GAMS and MOSEK?
  • 1.29. Will MOSEK be supported on AIX?
  • 1.30. Will MOSEK be supported on HPUX?
  • 1.31. Will MOSEK be supported on my system/platform?
  • 1.32. Does MOSEK support Cygwin?
  • 1.33. Does MOSEK work with MinGW?
  • 1.34. We are an outsourcing company and wants to do business with you?
• 2. Tips and Tricks
  • 2.1. Multi-architecture .NET programs
• 3. Third party interfaces and tools
  • 3.1. GAMS
  • 3.2. Microsoft Solver Foundation
  • 3.3. R
  • 3.4. ROME - Robust optimization made easy
  • 3.5. YALMIP
• 4. Glossary
  • 4.1. Conic quadratic optimization
  • 4.2. Linear optimization
  • 4.3. Linear programming
  • 4.4. LP
  • 4.5. Purchase order
  • 4.6. Second order cone optimization
  • 4.7. SOCP
• Index