A happy customer just reported back that Mosek can solve some of their mixed-integer problems one order of magnitude faster using the recently released version 10!
The origin of that speed improvement was that the customer a couple of years ago provided a set of typical problems that they solved i.e. problems they would like Mosek to perform better on. Now during the development of Mosek version 10 the mixed-integer team repeatedly looked at how the proposed changes to the mixed-integer optimizer worked for the provided benchmark problems. This has lead to numerous small improvements summing up to a large impromvement for the problems of this customer while not degrading the performance on average.
The take away message form this story is that if you provide a set of benchmark problems, then you are much more likely to observe an improvement in performance of Mosek over time for your problems.It may take some time before happens, but it is likely to happen.
A good benchmark set contain problems of diffrent difficulty and the most of the problems should represent the normal difficulty. Fell free to contact Mosek support to provide a set of benchmark problems.
