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.