Up: The Codes
Author: E. Andersen
Version: pre-2.0, 2/9/2001;
Available: yes, from http://www.mosek.com/
Key paper: 
Features: special SOCP algorithm, OpenMP parallel on Sun, threaded on Linux/WinNT, Matlab interface
Language, Input format: C; QPS (extended MPS), AMPL
Error computations: no
The conic quadratic optimizer implemented in the prerelease
version of MOSEK 2 employs the NT search direction. The other main
features of the implementation are that it is based on a homogeneous
and self-dual model, handles the rotated quadratic cone directly,
employs a Mehrotra type predictor-corrector extension and sparse
linear algebra to improve the computational efficiency.
For stopping criteria one may consult the author's contribution in
MOSEK version 2 is fairly similar to SeDuMi except MOSEK
- Is 100% C code for speed, but is callable from MATLAB.
- Has an extensive presolve facility to reduce problem size.
- Exploits special structure in rotated quadratic cones.
- Exploits fixed and upper bounded variables.
- Has better linear algebra for solving the normal equation
- MOSEK does not handle the semidefinite cone.
Hans D. Mittelmann