MOSEKとは 意味・読み方・使い方

MOSEK is a software package for the solution of linear, mixed-integer linear, quadratic, mixed-integer quadratic, quadratically constraint, conic and convex nonlinear mathematical optimization problems. The emphasize in MOSEK is on solving large scale sparse problems. Particularly the interior-point optimizer for linear and conic quadratic (aka. Second-order cone programming) problems is very efficient. A special feature of the MOSEK interior-point optimizer is that it is based on the so-called homogeneous model which implies MOSEK can reliably detect a primal and/or dual infeasible status as documented in several published papers.