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.

Homepage - http://www.mosek.com