1. The MOSEK software and algorithms

Several research papers have been written which discuss the algorithms employed in MOSEK. Below is a list of those papers.

  1. E. D. Andersen, C. Roos and T. Terlaky, On implementing a primal-dual interior-point method for conic quadratic optimization, Math. Programming 95(2), February 2003
  2. E. D. Andersen, Certificates of primal and dual infeasibility in linear programming, Computational Optimization and Applications 20(2):171--183, 2001
  3. E. D. Andersen, On primal and dual infeasibility certificates in a homogeneous model for convex optimization, SIAM J. on Optim. 11(2):380-388, 2000
  4. E. D. Andersen and K. D. Andersen, The MOSEK interior point optimizer for linear programming: an implementation of the homogeneous algorithm, In High Performance Optimization:197--232, H. Frenk, K. Roos, T. Terlaky and S. Zhang, editor(s), Kluwer Academic Publishers
  5. E. D. Andersen, On exploiting problem structure in a basis identification procedure for linear programming, INFORMS Journal on Computing 11(1):95--103, 1999
  6. E. D. Andersen and Y. Ye, On a homogeneous algorithm for the monotone complementarity problem, Math. Programming 84(2):375--399, February 1999
  7. E. D. Andersen and Y. Ye, A computational study of the homogeneous algorithm for large-scale convex optimization, Computational Optimization and Applications 10:243--269, 1998
  8. E. D. Andersen and Y. Ye, Combining interior-point and pivoting algorithms, Management Sci. 42(12):1719--1731, December 1996
  9. K. D. Andersen, A Modified Schur Complement Method for Handling Dense Columns in Interior-Point Methods for Linear Programming, ACM Trans. Math. Software 22(3):348--356, 1996
  10. E. D. Andersen and K. D. Andersen, Presolving in linear programming, Math. Programming 71(2):221--245, 1995
  11. E. D. Andersen, Finding all linearly dependent rows in large-scale linear programming, Optimization Methods and Software 6:219--227, 1995
Mon Jun 8 10:06:37 2009