MOSEK

The NEOS Server offers MOSEK for the solution of nonlinearly constrained optimization problems in GAMS format.

MOSEK is an extremely efficient implementation of an interior point algorithm for the solution of linear and mixed integer programs and convex nonlinear programs. Highlights of the nonlinear MOSEK optimizer are:

It employs the best interior-point technology.
It solves large-scale smooth nonlinear convex optimization problems.
It is particularly efficient for quadratic and quadratically constrained optimization problems.
It detects a primal or dual infeasibility reliably.
It does NOT work for nonconvex problems.

MOSEK was developed by
MOSEK ApS
C/O Symbion Science Park
Fruebjergvej 3, Box 16
2100 Copenhagen 0, Denmark

Using the NEOS Server for MOSEK

The user must submit a model in GAMS format to solve an optimization problem. For security purposes, the model submitted must adhere to the following conventions:

The model must be self contained, i.e. no $include or $batinclude
No execution of external programs is allowed, i.e. no $call or execute
No file creation, i.e. no put files or $echo

If you are unfamiliar with GAMS, the GAMS Tutorial gives a quick introduction to the essentials of a GAMS model and the output provided when the model is solved. Examples of models in GAMS format can be found in the GAMS model library and an alphabetical index is also available.

An option file can be used to specify MOSEK options. Currently, the NEOS Server can only use optfile=1 with GAMS input. Therefore, any model that specifies a different options file will not work as intended.

The NEOS Server initially limits the amount of output generated in the listing file by turning off the symbol and unique element list, symbol cross references, and restricting the rows and columns listed to zero. This behavior can be changed by specifying the appropriate options in the model file. See the documentation on the modeling language for further information.

You can submit an optimization problem specified in the GAMS modeling language to be solved using the optimization tools on the NEOS Server. You need to specify the absolute path to a GAMS file on your system.
Model File:

The Options file is optional and requires that the statement <modelname>.optfile = 1 ; exist before the solve statement in your model file. At this time, only optfile = 1 is supported; however, options may also be specified within the model input file (see the GAMS documentation).
Options File:

The log file contains information generated by the algorithm during a solve. Checking the box will cause the log file to be included in the output returned.
Return log file:

Enter any additional comments here (e.g. to identify the data for your own information). These comments will be returned with your results.
Comments:

e-mail address:

Please do not click the 'Submit to NEOS' button more than once.

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