MOSEK

Solver for mixed-integer conic programs

Availability

http://www.mosek.com

In YALMIP

MOSEK is invoked by using 'mosek' as solver flag in sdpsettings

Comments

Writing a .task file

To save a file in MOSEK’s internal format first save the problem to a .mat file by using the following flag when you set up the options

ops = sdpsettings('savedebug',1)

and convert generated contents into the MOSEK format with

load('mosekdebug');mosekopt('min write(dump.task.gz)', prob, param)

If you require support from MOSEK send dump.task.gz together with other information to support@mosek.com.