MOSEK Optimization Suite

MOSEK Optimization Suite is a software package capable of solving large-scale optimization problems including linear, convex quadratic, conic quadratic (also known as second-order cone), semidefinite, and general convex. Integer constrained variables are supported for all problem classes except for semidefinite and general convex problems. MOSEK is known for its state-of-the-art interior-point optimizer for linear and conic optimization problems. MOSEK includes interfaces to common programming languages and third-party tools, including MATLAB^®.

The MOSEK Toolbox for MATLAB provides access to the powerful MOSEK optimizers from the MATLAB environment.