Now we tried to run Mosek version 8.1 and 9.2 on the public available benchmark problem pds-90 on a recent Dell server with a
AMD EPYC 7402P 24-Core Processor
CPU. Version 8.1 took 169 seconds whereas 9.2 took 67 seconds. The reason for the huge difference is that Mosek normally employs the Intel MKL Blas library to perform dense matrix operations quickly. However, it performs poorly on recent AMD CPUs. Therefore starting in version 9 we switch to the Blis library when running on AMD CPUs. That switch provides the big boost.
So from this we can learn that upgrading to a newer Mosek version can provide a huge performance boost. Particularly when Mosek is employed on brand new hardware.
Now the customer was not too keen to upgrade from version 7.1 to version 9.2. Supposedly fearing compability issues which is understandable. However, if he had upgraded to version 8.1 earlier then the upgrade to version 9.2 would have been smaller. Therefore, by not upgrading you of course save some hassle but you pay the price the date you are forced upgrade. That date might be the date when your old Mosek version performs poorly on your brand new hardware.
Therefore, we recommend not to fall too much behind with upgrading. In particular if for instance version 9 is the current major version then you should at least be using a version 8.
