MOSEK数学优化软件包

Mosek Optimization Tools 是一款MOSEK优化软件包，是一款用来解决大规模级别数学优化问题的软件。MOSEK提供了特定解决线性编程、混合整数编程以及其它非线性转换优化问题。

可以解决：
•线性问题。
•圆锥二次问题。
•二次及二次约束的问题。
•一般凸非线性问题。
•混合整数线性和二次曲线的问题。
技术MOSEK内容包括：
•问题大小只受限于可用内存。
•同为基础确定内点优化。
•两个线性规划原始和对偶单纯形优化。
•高效presolve减少为优化问题的大小。
•特别优化器可与网络流结构的问题。
混合整数问题•MOSEK实现了分支和约束和削减算法。

并行功能：
•内饰点优化器能够利用多个CPU /核心。
•阿可同时优化，使得它能够同时解决一个问题，不同的优化。
对MOSEK其他功能：
•读取和写入，如公安部，唱片和行业标准的XML格式。
•包括对不可行的诊断和维修工具。
•灵敏度分析的非线性问题。

The MOSEK Optimization Software is designed to solve large-scale mathematical optimization problems. MOSEK provides specialized solvers for linear programming, mixed integer programming and many types of nonlinear convex optimization problems.

MOSEK can solve:
Linear problems.
Conic quadratic problems.
Convex quadratic problems.
General convex problems.
Mixed integer problems.

MOSEK
The MOSEK optimization software is designed to solve large-scale mathematical optimization problems. Click here to download the MOSEK software package. After installing the software a full featured 30 days trial license can be requested here. For information on pricing and how to order please see the sales page.

Problem types MOSEK can solve:
Linear problems.
Conic quadratic problems.
Quadratic and quadratically constrained problems.
General convex nonlinear problems.
Mixed integer linear, conic and quadratic problems.
Technical highlights of MOSEK are:
Problem size is only limited by the available memory.
An interior-point optimizer with basis identification.
Both primal and dual simplex optimizers for linear programming.
Highly efficient presolve for reducing problem size before optimization.
A special optimizer is available for problems with network flow structure.
For mixed integer problems MOSEK implements a branch & bound & cut algorithm.

Parallel capabilities:
The interior-point optimizer is capable of exploiting multiple CPUs/cores.
A concurrent optimizer is available that makes it possible to solve one problem with different optimizers simultaneously.

Other features of MOSEK:
Reads and writes industry standard formats such as MPS, LP and XML.
Includes tools for infeasibility diagnosis and repair.
Sensitivity analysis for linear problems.

Deployment of MOSEK
The MOSEK optimizer comes with native support for many different programming languages. Click below for details.
C/C++.
Command line tool capable of reading and writing standard text files.
Java.
MATLAB Toolbox.
.NET (C#/Visual basic).
Python.

代码

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