MOSEK

Author: E. Andersen
Version: pre-2.0, 2/9/2001;
Available: yes, from http://www.mosek.com/
Key paper: [1]
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
Solves: SOCP

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 this volume.

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 system.
• MOSEK does not handle the semidefinite cone.