Friday, March 25, 2022

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.