Monday, December 5, 2011

Octave to MOSEK Interface

Octave is a scripting language and interactive environment suited for numerical computations. As part of our efforts to bring powerful optimization tools closer to our customers, MOSEK is pleased to announce an open source Octave to MOSEK interface is now available at Google Code Project Hosting. The interface makes it possible to solve
  • linear,
  • conic quadratic (aka. second order cone), 
  • and mixed-integer 
problems from Octave. As any convex quadratic problem can be reformulated as a conic quadratic problem, the interface can also be employed to solve convex quadratic and quadratically constrained problems. Note that an R to MOSEK interface was released earlier this year.