Friday, February 21, 2020

MOSEK 9.2 Beta - Parametrized Fusion

We are releasing a beta version of MOSEK 9.2. It is a direct continuation of version 9.1 and fully compatible with its predecessor.

The new feature introduced in version 9.2 is parametrization of Fusion models, that is the ability to build a Fusion model containing parameters and reoptimize it multiple times for varying input data without rebuilding the model from scratch.  This is particularly useful for optimizing many instances of a problem with identical structure, where some of the input data change.

For more information, with links to examples in C++, Python, Java and C#, see our website:

In near future we will publish more examples of parametrized models as well as related benchmarks.