Improved performance of the interior-point optimizer when using an AMD CPU

One of the improvements in the recent released Mosek version 10 is better performance when run on a computer that has a recent AMD CPU. In order to illustrate that the table below is shown.

Problem	9.3	10.0
pds-100	93s	66s

The table shows the time taken in seconds to solve some well-known linear optimization problems on a AMD EPYC 7543 CPU from the Zen3 familie running the interior-point optimizer on 1 thread. On this AMD Zen3 family CPU Mosek version 10 is approximately 30% faster which is a significant improvement. It should be emphasized that on easier problems than pds-100 then the speed improvement is less than reported above. Nevertheless an upgrade to Mosek version 10 should be particularly worthwhile when using an AMD CPU.

MOSEK 10 Beta release

We are excited to announce the release of MOSEK 10 Beta. 

This version introduces many new features, in particular:

• Support for Apple M1.
• Improved control over multithreading.
• Efficiency improvements in the interior-point and mixed-integer optimizers, improved tuning for various platforms.
• New strategies in the mixed-integer optimizer.
• Disjunctive constraints.
• More convenient syntax for conic constraints in the Optimizer API.
• And many more improvements.

To read more and try the new version see https://www.mosek.com/products/version-10/

In the coming weeks we will publish a series of posts highlighting selected new features of MOSEK 10.

Your feedback will be most appreciated.

The MOSEK team