MOSEK is "a large scale optimization software" that solves "linear, quadratic, general convex and mixed integer optimization problems." To get it running on Code Ocean you'll simply need to install the MOSEK package for your chosen programming language using the package management system.
Install Mosek.jl by adding
Mosek as a Julia dependency.
Install Rmosek by adding it as a CRAN dependency.
Paste the following snippet into your setup script.
curl http://download.mosek.com/stable/126.96.36.199/mosektoolslinux64x86.tar.bz2 | tar xj
matlab -nodisplay -r 'addpath /mosek/8/toolbox/r2014a; savepath;'