We are glad to announce that a beta version of the upcoming release 7.1 of our software is now available for download.
The main improvements and new features are:
* Improved performance of the mixed-integer conic optimizer
* Updated MPS reader with support for the CPLEX specific sections QMATRIX and QCMATRIX.
* The default MPS format has been changed to the free MPS format.
* Experimental support for reading the conic benchmark format. Semidefinite constraints and
variables are not supported yet.
* A new experimental feature for reformulating certain quadratically constrained into a conic
problem.
* In Fusion it is now possible to obtain optimizer statistics e.g. mixed integer gap etc.
* Access to some BLAS/LAPACK routines directly from the solver API.
To obtain a copy please visit
and select the relevant platform and operating system you like. We hope to have feed back from you!
Note that the beta version needs a valid license for MOSEK 7, trial and academic license included.
The MOSEK Team
Tuesday, October 28, 2014
Monday, October 20, 2014
2015 ISMP Symposium sponsorship
We are glad to announce that MOSEK will sponsor the
that will take place in Pittsburgh, PA, USA, on July 12-17, 2015.
We believe it will be an exciting event and we look forward to join the meeting!
that will take place in Pittsburgh, PA, USA, on July 12-17, 2015.
We believe it will be an exciting event and we look forward to join the meeting!
Tuesday, October 7, 2014
Slides from our workshop on SDP preprocessing.
We would like to thank to our guest for the nice workshop held yesterday here at our site. Etienne, Frank and Joachim have given three nice and interesting talks on cutting edge technique for the preprocessing of semidefinite programs.
Click on the links below to download the slides:
Title: Exploiting special structure in semidefinite programs
Click on the links below to download the slides:
Title: Exploiting special structure in semidefinite programs
Speaker: Etienne De Klerk, Tilburg University (NL)
Title: Partial facial reduction: simplified, equivalent SDPs via approximations of the PSD cone
Speaker: Frank Permenter, MIT (US)
Speaker: Joachim Dahl, MOSEK ApS (DK)
We hope to see all of you soon, possibly at the INFORMS meeting in November!
Thursday, September 4, 2014
Seminar on "Preprocessing semidefinite optimization problems"
We are please to announce that on October the 6th 2014 a series of seminars titled "Preprocessing semidefinite optimization problems" will be held at MOSEK site in the Symbion research park.
Three prominent experts of the field, namely E. De Klerk, F. Permenter and J. Dahl, will discuss recent advances and applications on semidefinite optimization problem preprocessing.
Participation is free and everybody is welcome, but for logistic reasons we would like you to register here. Refreshment will be served. Detailed titles and abstracts can be found at the end of the page.
Schedule of the day:
Schedule of the day:
15:00 - 15:05 Introduction
15:05 - 15:50 E. De Klerk,Tilburg University (NL)
15:50 - 15:55 Break
15:55 - 16:40 F. Permenter, MIT (US)
16:40 - 16:45 Break
16:45 - 17:15 J. Dahl, MOSEK ApS (DK)
18:00 Optional networking at Nørrebro Bryghus.
We hope to see you!
Contact: info@mosek.com
How to get there: check information on the Symbion website.
How to register: fill the form below or click here
-----------------------------------------------------------------------------------------
Title: Partial facial reduction: simplified, equivalent SDPs via approximations of the PSD cone
Abstract: The pooling problem is a well-studied difficult nonlinear flow-problem with important applications in the oil- and refinery industry. In this talk we review how to solve this difficult non-convex problem using the Lasserre hierarchy of semidefinite relaxations, and we demonstrate how chordal structure can be exploited to solve larger instances.
15:05 - 15:50 E. De Klerk,
15:50 - 15:55 Break
15:55 - 16:40 F. Permenter, MIT (US)
16:40 - 16:45 Break
16:45 - 17:15 J. Dahl, MOSEK ApS (DK)
18:00 Optional networking at Nørrebro Bryghus.
We hope to see you!
Contact: info@mosek.com
How to get there: check information on the Symbion website.
How to register: fill the form below or click here
-----------------------------------------------------------------------------------------
Title: Exploiting special structure in semidefinite programs
Speaker: Etienne De Klerk, Tilburg University (NL)
- a common `chordal' sparsity pattern of all the data matrices. This structure arises in applications in graph theory, and may also be used to deal with more general sparsity patterns in a heuristic way.
- low rank of all the data matrices. This structure is common in SDP relaxations of combinatorial optimization problems, and SDP approximations of polynomial optimization problems.
- the situation where the data matrices are invariant under the action of a permutation group, or, more generally, where the data matrices belong to a low dimensional matrix algebra. Such problems arise in truss topology optimization, particle physics, coding theory, computational geometry, and graph theory.
Title: Partial facial reduction: simplified, equivalent SDPs via approximations of the PSD cone
Speaker: Frank Permenter, MIT (US)
Abstract: We develop a practical semidefinite programming (SDP) facial reduction procedure that utilizes computationally efficient approximations of the positive semidefinite cone. The proposed method simplifies SDPs with no strictly feasible solution
by solving a sequence of easier optimization problems and could be a useful pre-processing step for SDP solvers. We demonstrate effectiveness of the method on SDPs arising in practice, and describe our publicly-available software implementation.
We also give a post-processing procedure for dual solution recovery that generally applies to facial-reduction-based pre-processing techniques. Joint work with Pablo Parrilo.
Title: Solving the pooling problem using semidefinite programming.
We also give a post-processing procedure for dual solution recovery that generally applies to facial-reduction-based pre-processing techniques. Joint work with Pablo Parrilo.
Title: Solving the pooling problem using semidefinite programming.
Speaker: Joachim Dahl, MOSEK ApS (DK)
Abstract: The pooling problem is a well-studied difficult nonlinear flow-problem with important applications in the oil- and refinery industry. In this talk we review how to solve this difficult non-convex problem using the Lasserre hierarchy of semidefinite relaxations, and we demonstrate how chordal structure can be exploited to solve larger instances.
Tuesday, August 5, 2014
License server hosted by Amazon Web Service
Hosting services in the cloud is more and more popular. As prices fall and processes simplify, a growing number of companies consider moving some services on dedicated machines provided by cloud services such as Amazon Web Service (AWS).
Some of our customers have recently considered running the license server used to manage MOSEK licenses to a virtual machine provided by AWS. We think it may be an interested choice for other customers too. Here are the details.
A license server is a lightweight process that can run on any machine that is accessible by the users. Yet it may require
Access a common pool of licenses from different sites.
In this case a license server accessible from the Internet must be set up. Security and availability issues must carefully considered, while network latency is a minor issue.
Hosting a license server on the cloud solves most of the issues: the server is available from everywhere in the Internet; security management from the provider; reliable machines ensure limited or no downtime.
Hosting a DR license
Hopefully, a DR license server is only needed in exceptional cases. Nevertheless it must be kept running and fully working. This involves periodically testing the DR server to ensure its full availability.
A small virtual machine hosting a DR license server can be an alternative: it can be switch on when needed, no worries about its availability. Often it is also payed only for the up-time.
Simplify IT management
No more machine decommissioning: the cloud provider will take care of that and, as we will see, your license server will run machine independently. The server is also nowhere, takes no space, must never be moved or taken care of. It will need no special room, and will not suffer of any local network or site re-organization.
The main issue is to obtain a hostid for an AMI instance that will not change after every machine reboot. Otherwise you will need a new license file each time.
The FLEXlm license server can use as hostid the Elastic IP (EIP) associated to each AMI instance: an EIP can be manually set by the user so that if the machine needs restart, the EIP can be reset to a given value, and thus the license server will be correctly assigned to the machine. For more information about the use of FLEXlm license manager on cloud machines, please refer to chapter 16 of the license manager manual.
So in a nutshell, deploying a license server on an AMI instance involves these few steps:
Any questions? Contact us!
Some of our customers have recently considered running the license server used to manage MOSEK licenses to a virtual machine provided by AWS. We think it may be an interested choice for other customers too. Here are the details.
Background
A license server is a service that is used to provide access to a pool of licenses. When a user runs a MOSEK instance the solver asks the license server for a license token: if there is one available, the token is assigned to the requester. MOSEK relies on the FLEXlm license manager, a de-facto standard.A license server is a lightweight process that can run on any machine that is accessible by the users. Yet it may require
- a fast and reliable network connection;
- a reliable machine to minimize down-time.
High-availability can be obtained by using a three-server redundant configuration. Otherwise, a Disaster Recovery (DR) license can be provided for a backup machine.
Licenses are assigned to a specific machine, identified by a hostid, i.e. a unique code that the license manager generate for that machine (typically the MAC address).
Why
Moving a license server on the cloud can be an interesting choice:Access a common pool of licenses from different sites.
In this case a license server accessible from the Internet must be set up. Security and availability issues must carefully considered, while network latency is a minor issue.
Hosting a license server on the cloud solves most of the issues: the server is available from everywhere in the Internet; security management from the provider; reliable machines ensure limited or no downtime.
Hosting a DR license
Hopefully, a DR license server is only needed in exceptional cases. Nevertheless it must be kept running and fully working. This involves periodically testing the DR server to ensure its full availability.
A small virtual machine hosting a DR license server can be an alternative: it can be switch on when needed, no worries about its availability. Often it is also payed only for the up-time.
Simplify IT management
No more machine decommissioning: the cloud provider will take care of that and, as we will see, your license server will run machine independently. The server is also nowhere, takes no space, must never be moved or taken care of. It will need no special room, and will not suffer of any local network or site re-organization.
Why NOT
Moving to the cloud is not always the solution:- If speed is a concern, then the network latency may be unacceptable.
- It doesn't solve connection issues from a site to the license server.
- Lack of control over the virtual machine.
- Three-server redundancy would require three virtual machines.
- Yet another service provider to deal with.
- Running a license server in-house is usually way much cheaper.
How
We will briefly describe how to setup a license server on a AMI instance from AWS. Similar steps are usually required for other cloud services.The main issue is to obtain a hostid for an AMI instance that will not change after every machine reboot. Otherwise you will need a new license file each time.
The FLEXlm license server can use as hostid the Elastic IP (EIP) associated to each AMI instance: an EIP can be manually set by the user so that if the machine needs restart, the EIP can be reset to a given value, and thus the license server will be correctly assigned to the machine. For more information about the use of FLEXlm license manager on cloud machines, please refer to chapter 16 of the license manager manual.
So in a nutshell, deploying a license server on an AMI instance involves these few steps:
- Follow the official guide to obtain the EIP
- Send us the EIP to obtain the license file specifying the setting.
- Install MOSEK on the AMI instance along with the license file.
- Setup the clients so that they will look for that host to fetch the license (see here).
- In case adjust firewall permission and port listening.
That's it!
Sunday, July 20, 2014
License server back online
Dear MOSEK users,
we are pleased to announce that the license server that provides academic and trial licenses is now back online and accessible at
Users that experience any issue connecting to the server are kindly asked to contact us our support team.
We apologize for all inconveniences that the shutdown may have caused.
we are pleased to announce that the license server that provides academic and trial licenses is now back online and accessible at
- http://license.mosek.com/license2/trial/ for trial licenses
- http://license.mosek.com/license2/academic for academic licenses
Users that experience any issue connecting to the server are kindly asked to contact us our support team.
We apologize for all inconveniences that the shutdown may have caused.
Andrea Cassioli
MOSEK Product Manager
Friday, July 18, 2014
Trial and academic licenses temporary unavailable
Dear MOSEK users,
due to technical reasons, our licensing system that provides trial and academic licenses is currently unavailable.
Users in need of an evaluation license are asked to contact our support service at support@mosek.com specifying:
We do apologize for the inconvenience and we work hard to get back on-line as soon as possible.
due to technical reasons, our licensing system that provides trial and academic licenses is currently unavailable.
Users in need of an evaluation license are asked to contact our support service at support@mosek.com specifying:
- which kind of license they need (trial/academic),
- relevant contact information,
- for academic licenses, a valid email address provided by an academic institution.
We do apologize for the inconvenience and we work hard to get back on-line as soon as possible.
Sincerly,
Andrea Cassioli
MOSEK Product Manager
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