MOSEK is a software package for the solution of linear, mixed-integer linear, quadratic, mixed-integer quadratic, quadratically constraint, conic and convex nonlinear mathematical optimization problems. The emphasis in MOSEK is on solving large scale sparse problems. Particularly the interior-point optimizer for linear, conic quadratic (aka. Secon...
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http://en.wikipedia.org/wiki/MOSEK
A collection of mathematical programming software solvers.
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http://glossary.computing.society.informs.org/index.php?page=M.html
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