MOSEK is a package for large-scale convex and mixed-integer optimization, including LP, QP, SOCP, exponential and power cone problems, SDP, QCQP and MIP. Documentation and examples can be found at the https://www.mosek.com/documentation. MOSEK requires a license. Free of charge trial licenses as well as licenses for non-commercial academic use can be obtained from https://www.mosek.com.