Mosek
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.
Keywords for this software
References in zbMATH (referenced in 349 articles )
Showing results 341 to 349 of 349.
Sorted by year (- Peng, Jiming; Roos, Cornelis; Terlaky, Tamás: Self-regularity: a new paradigm for primal-dual interior-point algorithms (2002)
- Sturm, Jos F.: Implementation of interior point methods for mixed semidefinite and second order cone optimization problems (2002)
- Andersen, E. D.; Mitchell, J. E.; Roos, C.; Terlaky, T.: A homogenized cutting plane method to solve the convex feasibility problem. (2001)
- Andersen, Erling D.: Certificates of primal or dual infeasibility in linear programming (2001)
- Grund, Thomas; Rösch, Arnd: Optimal control of a linear elliptic equation with a supremum norm functional (2001)
- Andersen, Erling D.; Andersen, Knud D.: The Mosek interior point optimizer for linear programming: An implementation of the homogeneous algorithm (2000)
- Freund, Robert M.; Mizuno, Shinji: Interior point methods: Current status and future directions (2000)
- Kallio, Markku; Salo, Seppo: An interior point method for solving systems of linear equations and inequalities (2000)
- Andersen, Erling D.: On exploiting problem structure in a basis identification procedure for linear programming. (1999)