2013 INFORMS Annual Conference

MOSEK will be present at the INFORMS Annual conference to be held at the Minneapolis Conference center from the October the 6th and to the October 9th.

The following MOSEK employees

• Erling D. Andersen (CEO) 
• Joachim Dahl (senior developer) 
• Ulf Worsøe (senior developer) 

will be present at the conference and is available for discussion about MOSEK and optimization in general.

Several MOSEK specific events have been organized at the conference:

• Vendor workshop: MOSEK: A Software Package for Large-Scale Linear and Conic Optimization. Saturday Oct. 5, 12-2:30. 
• Software demonstration: Erling D. Andersen,On Using MOSEK to Solve Large-Scale Linear and Conic Optimization Problems, Sunday Oct. 6, 13.30. 
• Talk: Erling D. Andersen, Tour de MOSEK 7: The short version, Sunday Oct., 17:00. 
• Booth. MOSEK has booth number #3 in the exhibition hall. Make sure you stop by the booth to pick up a free copy of the MOSEK modeling manual. 

MOSEK version 7.0.0.81

MOSEK version 7.0.0.81 is now available for download. The major changes are:

• Updated the toolbox manual.
• Fixed a bug that made the mixed integer conic optimizer crash in rare cases when applied to a quadratic optimization problem.
• Updated the portfolio optimization example in the Fusion manual.
• Fixed a bug that cased a crash on Windows 32 bit when solving certain semidefinite optimization problems.
• Fixed a bug that made MOSEK crash when writing problems having symmetric matrix variables to a file.
• Fixed some issues in linprog and bintprog in the toolbox. In particular the undocumented call linprog('defaults') is supported. It is also supported for quadprog and bintprog too.
• Fixed issue causing incorrect infeasibility violations to be reported in certain cases.
• Fixed an installation issue on MAC OSX.
• Updated the fusion documentation.
• Fixed an issue in the quadratic optimizer.
• Fixed an issue that in rare cases caused an crash in the interior-point optimizer.
• Fixed an issue in the nonlinear optimizer that in rare cases caused a crash.
• Improved the conic mixed integer optimizer for conic problems.
• Fixed several issues in Fusion.
• Fixed an issue in the linear dependency checker.
• Fixed an issue in the conic optimizer that made it report a wrong dual solution in rare cases.

MOSEK version 7.0.0.75

MOSEK version 7.0.075 is now available for download. The major bug fixes are:

• Fixed several bugs in the conic optimizer that made it terminate prematurely in some cases.
• Fixed several bugs in Fusion. One could cause it to crash.
• Fixed a bug in the function removevars.
• Fixed a rarely occurring bug in the presolve.
• Bug fixes and cosmetic changes to Fusion.
• Fixed a bug in the conic optimizer that in rare cases generated an assert.
• Added missing Fusion examples to the distribution.

MOSEK version 7.0.0.68

MOSEK version 7.0.0.68 is now available for download at the MOSEK website. The following issues

• The examples for MATLAB Fusion has been added to distribution.
• When writing LP files a lot debug output was produced.
• Fixed a bug in the conic optimizer hurting the performance.
• Fixed some issues in the nonlinear function interface.
• Fixed a bug that affected the exitflag from linprog and friends in the optimization toolbox for MATLAB.
• Fixed bug that made Fusion feed the wrong variables name into the optimizer.

have been resolved since the last release.

MOSEK version 7 and Rmosek

Currently, the version of the Rmosek interface on CRAN does not support MOSEK version 7. This issue may never be fixed because it seems CRAN does not like commercial software anymore and therefore  MOSEK  may be removed from CRAN.

Therefore, an updated version of Rmosek inteface is available for download here.

MOSEK version 7 is released

The final MOSEK version 7 is now released and available from the MOSEK download page.

The highlights of MOSEK version 7 are:

• Semidefinite optimization capabilities. (Requires a PTON license).
• New additional parallelized mixed integer optimizer.  
• Fusion. A tool for developing models quickly in Java, .NET, and Python.
• Exploiting AVX instructions in the latest INTEL CPUs.
• Automatically detect and run on multiple CPU cores.

MOSEK version 7.0.0.60 (RC)

The final release candidate for MOSEK version 7 is now available from the MOSEK website. The most important fix is that this version works with the latest MATLAB versions without crashing on 64 bit Linux. However, many minor bug fixes have also been included.

We expect the final version of MOSEK version 7 to be released before 14th of May.