MOSEK is "a large scale optimization software" that solves "linear, quadratic, general convex and mixed integer optimization problems." Code Ocean provides native support for MOSEK. It requires some use of the setup script. This article details setup script instructions for particular languages.

Python

conda install -c mosek mosek

MATLAB

curl http://download.mosek.com/stable/8.1.0.31/mosektoolslinux64x86.tar.bz2 | tar xj

matlab -nodisplay -r 'addpath /mosek/8/toolbox/r2014a; savepath;'

R
Install Rmosek via the CRAN installer.

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