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.