The MOSEK command line tool Version 7.0 (Revision 141)

Chapter 2
What is MOSEK
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:
• Linear problems.
• Conic quadratic problems. (also known as second order optimization).
• General convex problems. In particular, MOSEK is wellsuited for:
– Convex quadratic problems.
– Convex quadratically constrained problems.
– Geometric problems (posynomial case).
• Integer problems, i.e. problems where some of the variables are constrained to integer values.
These problem classes can be solved using an appropriate optimizer built into MOSEK:
• Interior-point optimizer for all continuous problems.
• Primal or dual simplex optimizer for linear problems.
• Conic interior-point optimizer for conic quadratic problems.
• Mixed-integer optimizer based on a branch and cut technology.
All the optimizers available in MOSEK are built for solving large-scale sparse problems and have been
extensively tuned for stability and performance.
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