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.