MOSEK is a software package for the solution of linear, mixed-integer linear, quadratic, mixed-integer quadratic, quadratically constrained, conic and convex nonlinear mathematical optimization problems. The applicability of the solver varies widely and is commonly used for solving problems in areas such as engineering, finance and computer science.

The emphasis in MOSEK is on solving large-scale sparse problems linear and conic optimization problems. In particular, MOSEK solves conic quadratic (a.k.a. Second-order cone programming)