We are pleased to announce an updated Solver Foundation connector to the popular MOSEK solver. MOSEK is designed to solve large-scale linear, mixed integer, and certain types of nonlinear models.

To get started, download the free connector at the Solver Foundation forum, and install MOSEK by visiting mosek.com. The connector supports Microsoft Solver Foundation version 3.0 and MOSEK version 6.0.0.103 and later. To set MOSEK as the default solver, change the configuration file for your dll or application. (More information is available here.)

  <MsfConfig>
    <MsfPluginSolvers>
      <MsfPluginSolver name="mosek"
        capability="LP"
        assembly="MosekMsfPlugin.dll"
        solverclass="SolverFoundation.Plugin.Mosek.MosekInteriorPointSolver"
        directiveclass="SolverFoundation.Plugin.Mosek.MosekInteriorPointMethodDirective"
        parameterclass="SolverFoundation.Plugin.Mosek.MosekInteriorPointSolverParams" />
      <MsfPluginSolver name="mosek"
        capability="MILP"
        assembly="MosekMsfPlugin.dll"
        solverclass="SolverFoundation.Plugin.Mosek.MosekMipSolver"
        directiveclass="SolverFoundation.Plugin.Mosek.MosekMipDirective"
        parameterclass="SolverFoundation.Plugin.Mosek.MosekMipSolverParams" />
      <MsfPluginSolver name="mosek"
        capability="QP"
        assembly="MosekMsfPlugin.dll"
        solverclass="SolverFoundation.Plugin.Mosek.MosekInteriorPointSolver"
        directiveclass="SolverFoundation.Plugin.Mosek.MosekInteriorPointMethodDirective"
        parameterclass="SolverFoundation.Plugin.Mosek.MosekInteriorPointSolverParams" />
    </MsfPluginSolvers>
  </MsfConfig>

This connector has been designed to work with future releases of MOSEK and Solver Foundation by changing the configuration file. For example, if you have the newly released 6.0.0.106 version, add the following section to the <configuration> block:

  <runtime>
    <assemblyBinding xmlns="urn:schemas-microsoft-com:asm.v1">
      <dependentAssembly>
        <assemblyIdentity name="mosekdotnet"
          publicKeyToken="510c00a7f38678b3"
          culture="neutral" />
        <!-- Assembly versions can be redirected in application, 
          publisher policy, or machine configuration files. -->
        <bindingRedirect oldVersion="6.0.0.103" newVersion="6.0.0.106" />
      </dependentAssembly>
    </assemblyBinding>
  </runtime>

This tells Solver Foundation that it is okay to use the newer version of MOSEK.

Download the free connector at the Solver Foundation forum, and visit mosek.com for information on evaluating or purchasing MOSEK.