MOSEK is a tool for solving mathematical optimization problems. Some examples of problems MOSEK can solve are linear programs, quadratic programs, conic problems and mixed integer problems. Such problems occurs frequently in Financial applications e.g. portfolio management, Supply chain management, Analog chip design, Forestry and farming, Medical and hospital management, Power supply and network planning, Logistics, TV commercial scheduling, Structural engineering. Due the strengths of the linear and conic optimizers in MOSEK, then MOSEK is currently employed widely in the financial industry. MOSEK has also been employed extensively in energy and forestry industry due to its powerful interior-point optimizer.

References in zbMATH (referenced in 353 articles )

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  1. Ye, Jieping; Ji, Shuiwang; Chen, Jianhui: Multi-class discriminant kernel learning via convex programming (2008)
  2. Achterberg, Tobias: Constraint integer programming (2007)
  3. Best, M. J.; Hlouskova, J.: An algorithm for portfolio optimization with variable transaction costs. II: Computational analysis (2007)
  4. Best, M. J.; Hlouskova, J.: An algorithm for portfolio optimization with variable transaction costs. I: Theory (2007)
  5. Boyd, Stephen; Kim, Seung-Jean; Vandenberghe, Lieven; Hassibi, Arash: A tutorial on geometric programming (2007)
  6. Cafieri, S.; D’apuzzo, M.; De Simone, V.; di Serafino, D.: On the iterative solution of KKT systems in potential reduction software for large-scale quadratic problems (2007)
  7. Caimi, Gabrio Curzio; Fuchsberger, Martin; Laumanns, Marco; Schüpbach, Kaspar: Periodic railway timetabling with event flexibility (2007)
  8. Derenick, Jason C.; Spletzer, John R.: Second-order cone programming (SOCP) techniques for coordinating large-scale robot teams in polygonal environments (2007)
  9. Fábián, Csaba I.; Szőke, Zoltán: Solving two-stage stochastic programming problems with level decomposition (2007)
  10. Kim, Seung-Jean; Boyd, Stephen P.; Yun, Sunghee; Patil, Dinesh D.; Horowitz, Mark A.: A heuristic for optimizing stochastic activity networks with applications to statistical digital circuit sizing (2007)
  11. Lobo, Miguel Sousa; Fazel, Maryam; Boyd, Stephen: Portfolio optimization with linear and fixed transaction costs (2007)
  12. Makrodimopoulos, A.; Martin, C. M.: Upper bound limit analysis using simplex strain elements and second-order cone programming (2007)
  13. Salahi, Maziar: A finite termination Mehrotra-type predictor-corrector algorithm (2007)
  14. Salahi, Maziar; Terlaky, Tamás: Postponing the choice of the barrier parameter in Mehrotra-type predictor-corrector algorithms (2007)
  15. Smith, Colin; Gilbert, Matthew: Application of discontinuity layout optimization to plane plasticity problems (2007)
  16. Wang, Defeng; Shi, Lin; Yeung, Daniel S.; Tsang, Eric C. C.; Heng, Pheng Ann: Ellipsoidal support vector clustering for functional MRI analysis (2007)
  17. Yeung, Daniel S.; Wang, Defeng; Ng, Wing W. Y.; Tsang, Eric C. C.; Wang, Xizhao: Structured large margin machines: sensitive to data distributions (2007) ioport
  18. Byrd, Richard H.; Nocedal, Jorge; Waltz, Richard A.: KNITRO: an integrated package for nonlinear optimization (2006)
  19. Cafieri, S.; D’Apuzzo, M.; Marino, M.; Mucherino, A.; Toraldo, G.: Interior-point solver for large-scale quadratic programming problems with bound constraints (2006)
  20. Carr, Robert D.; Greenberg, Harvey J.; Hart, William E.; Konjevod, Goran; Lauer, Erik; Lin, Henry; Morrison, Tod; Phillips, Cynthia A.: Robust optimization of contaminant sensor placement for community water systems (2006)

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