EUROPT 2015 Sponsorship

Our commitment to the academic community continues: MOSEK will be among the sponsors of the next EUROPT meeting that will be held in Edinburgh (UK) on July 8-10 2015.


EUROPT is the annual event of the EUROPT continuous optimization working group of EURO (The Association of European Operational Research Societies). This is the 13th such workshop and is held in collaboration with the EURO 2015 conference

The meeting program already lists high profile plenary speakers, and we also believe the contributed talks will be of high quality. We hope there will be a large attendance and that people will enjoy the event. 

End of the Year Holidays

The MOSEK staff will take a break during Christmas and New Year Holidays.  

Customer support will be reduced during the period 22/12/2014 to 04/01/2015

     and suspended on

December 24,25,26  2014 and  January 1st 2015

We wish you a merry Christmas and an Happy new year!

MOSEK 7.1 released!

We are happy to announce that MOSEK version 7.1 has been released!

After several weeks as beta version, MOSEK 7.1 has now be promoted as the new stable version we provide to MOSEK users. Some of the new features are 

• Updated mixed-integer conic optimizer with improved performance.
• Updated MPS reader with support for the CPLEX format
• 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.
• Added some of the BLAS and LAPACK functionality e.g. gemm and potrf functions.

Grab your copy from our website! 

Licenses for MOSEK 7 are still valid. And remember you can easy obtain an academic or commercial trial license with few clicks!

The reason for the 2 in the definition of the rotated quadratic cone

MOSEK employs the definition
\begin{equation}
K^1 := \{ x \mid 2 x_1 x_2 \geq ||x_{3:n}||^2,  x_1, x_2 \geq 0 \}
\end{equation}
for the rotated quadratic cone, Occasionally users of MOSEK ask why there is the 2 in front of the product $x_1 x_2$.  Why not use the definition
\begin{equation}
K^2 := \{ x \mid  x_1 x_2 \geq ||x_{3:n}||^2,  x_1, x_2 \geq 0 \} ?
\end{equation}

The reason is that the dual cone plays an important role and the dual cone of $K^1$ is $K^1$ i.e. it is self-dual. That is pretty! Now the dual cone of $K^2$ is
\begin{equation}
\{ x \mid 4 s_1 s_2 \geq ||s_{3:n}||^2,  s_1, s_2 \geq 0 \}.
\end{equation}

Hence, $K^2$ is not self-dual! That is somewhat ugly and inconvenient. 

To summarize the definition $K^1$ for the rotated quadratic cone is preferred because the alternative definition $K^2$ is not self-dual

A couple of historical notes are:

• In the classical paper  by Lobo et. al.  the cone $K^2$ is called a hyperbolic constraint in Section 2.3.  
• MOSEK is highly inspired by the important work of the late Jos Sturm on the code SeDuMi . Now SeDuMi is short for self-dual minimization and for that reason Sturm employs the definition $K^1$ too. 

MOSEK version 7.1 BETA available!

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

http://www.mosek.com/resources/beta-versions

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

2015 ISMP Symposium sponsorship

We are glad to announce that MOSEK will sponsor the

22nd International Symposium on Mathematical Programming

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!

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

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)

Title: Solving the pooling problem using semidefinite programming

Speaker: Joachim Dahl, MOSEK ApS (DK)

We hope to see all of you soon, possibly at the INFORMS meeting in November!