MOSEK 9.1 數學分析軟體
- MOSEK 9.1 數學分析軟體
介紹MOSEK Optimization Tools :大規模級別數學優化軟體 MOSEK Optimization Tools 是一款用來解決大規模級別數學優化問題的軟體。 MOSEK提供了特定解決線性編程、混合整數編程以及其他非線性轉換優化問題。
The MOSEK optimization software is designed to solve large-scale mathematical optimization problems.
Problem types MOSEK can solve:
· Conic quadratic.
· Conic with exponential and power cone.
· Semi-definite (Positive semi-definite matrix variables).
· Convex quadratic and quadratically constrained.
· Mixed integer linear, conic and quadratic.
· Problem size limited only by the available memory.
· Primal and dual simplex optimizers for linear programming.
· Highly efficient pre-solver for reducing problem size before optimization.
· Branch&bound&cut algorithm for mixed integer problems.
Strengths and features of MOSEK
· The strongest point of MOSEK is its state-of-the-art interior-point optimizer for continuous linear, quadratic and conic problems.
· Exploits hardware i.e. SSE2 instructions available in recent Intel CPUs.
· The optimizer is parallelized and capable of exploiting multiple CPUs/cores.
· The optimizer is run-to-run deterministic.
· Reads and writes industry standard formats such as the MPS, CBF and LP formats.
· Includes tools for infeasibility diagnosis, repair and sensitivity analysis for linear problems.
· Ships with an optimization server for remote optimization.
· Optimizer API: C, Java, .NET, Python.
· Fusion API: C++, Java, .NET, Python.
· MOSEK optimization toolbox for MATLAB.
· R package.
· Command line interface.
· Other third party commercial and open-source tools and products have interfaces to MOSEK.
· Supported platforms: OSX, Windows, Linux
· MOSEK can not solve nonconvex problems. Only convex problems including one or more integer constrained variables.
· MOSEK has no sequential quadratic optimizer because it is not competitive with the algorithms implemented in MOSEK.
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