Wednesday, October 5, 2011

MOSEK version

MOSEK version is available for download at the MOSEK website. The major changes are
  • Several bug fixes to the mixed integer optimizer.
  • Support for the MinGW tool chain.
  • Support of 64-bit Python at the 64-bit MAC OSX platform.

R to MOSEK interface

R is popular tool for statistical computing that has many users in financial industry for example. Therefore, MOSEK is pleased to announce that an open source R to MOSEK interface is now available at R-forge. The interface makes it possible to use the powerful MOSEK optimizers for
  • linear,
  • conic quadratic (aka. second order cone), 
  • and  mixed-integer 
problems from R. Note any convex quadratic problem can reformulated as a conic quadratic problem and hence the interface can be employed to solve convex quadratic and quadratically constrained problems.