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AMPL in Practice

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MOSEK Solver for AMPL

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MOSEK ApS provides optimization software that helps their clients make better decisions. Due to its powerful state-of-the-art interior-point optimizer for linear, quadratic and conic problems, MOSEK is widely employed in the technology, financial, energy and forestry industries.

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Getting started with Mosek 10

The new driver recognizes second-order conic constraints from algebraic representations. Moreover, it provides significantly extended modeling support for logical and nonlinear operators natively through Mosek’s built-in “disjunctive constraints” and through linearizations performed by the MP interface.

Mosek downloads are available from the My Downloads page of your account at the AMPL Portal, and are included in the bundles that are used for free trials.

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Summary

Developer: Mosek ApS

Current version: 10.0

Problem types supported: Linear, quadratic and conic problems in continuous and integer variables.

Special forms detected: Convex quadratic expressions in objectives and constraints; conic quadratic constraints; disjunctive constraints

Algorithms available: For continuous problems, primal and dual simplex, interior-point (barrier); for integer problems, advanced branch-and-bound with presolve, feasibility heuristics and cut generators.

Special features: Shared-memory parallel processing for barrier, branch-and-bound. Tools to access remote optimization servers. Special facilities for infeasibility diagnosis.

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Further Information

Mosek website

Mosek for AMPL User’s Guide including option descriptions

Mosek-AMPL interface source code

What’s New in Mosek 10.0

All Solvers for AMPL

Linear/Quadratic

Nonlinear

Global