The MOSEK command line tool Version 7.0 (Revision 141)

Chapter 3
MOSEK and AMPL
AMPL is a modeling language for specifying linear and nonlinear optimization models in a natural
way. AMPL also makes it easy to solve the problem and e.g. display the solution or part of it.
We will not discuss the specifics of the AMPL language here but instead refer the reader to [1],
http://ampl.com/BOOK/download.html and the AMPL website http://www.ampl.com.
AMPL cannot solve optimization problems by itself but requires a link to an appropriate optimizer
such as MOSEK. The MOSEK distribution includes an AMPL link which makes it possible to use
MOSEK as an optimizer within AMPL.
3.1 Invoking the AMPL shell
The MOSEK distribution by default comes with the AMPL shell installed. To invoke the AMPL shell
type:
mampl
3.2 Applicability
It is possible to specify problems in AMPL that cannot be solved by MOSEK. The optimization
problem must be a smooth convex optimization problem as discussed in Section 4.5.
3.3 An example
In many instances, you can successfully apply MOSEK simply by specifying the model and data,
setting the solver option to MOSEK, and typing solve. First to invoke the AMPL shell type:
mampl
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