MOSEK is leadership sponsor of ISMP 2012

MOSEK is sponsoring the 21st International Symposium on Mathematical Programming that will take place in Berlin, Germany, August 19-24, 2012. MOSEK will also present at the conference. More about that later.

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.

MOSEK version 6.0.0.126

MOSEK version 6.0.0.126 is available for download at the MOSEK website. The major changes are:

• Fixed a bug in the primal simplex optimizer.
• Fixed a bug in the dual simplex optimizer.
• Fixed a bug in the presolve.
• Fixed a recently introduced bug in the network detection procedure.

MOSEK version 6.0.0.124

MOSEK version 6.0.0.124 is available for download at the MOSEK website. The major changes are:

• Upgrade FlexLM license license software to version 11.10.0.
• Fixed a bug in the network detection procedure.
• Fixed a bug in the convexity checker.
• Fixed performance issue in the mixed integer optimizer.
• Improved the interior point optimizers for linear problems for certain hard problems.

MOSEK version 6.0.0.122

MOSEK version 6.0.0.122 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.

New technical report about infeasible linear problems.

A new technical report about linear infeasible problems has been made available at the MOSEK website. The report is useful to  MOSEK users who wants to know more about the MOSEK infeasibility reports.