In a previous blogpost we talked about
additions made to MOSEK with the release of version 10.1. However, as usual
with new releases improvements in the existing functionality have also been
made.
One area where we have improved a lot with
our latest release is with our mixed integer solver. On our internal
benchmarking set we have seen an improvement of over 30 per cent on the geometric
mean of the solution time compared to MOSEK 10.0.
Does this mean you will see a 30 per cent improvement on your mixed integer problems? No, or yes or maybe… It depends!
Mixed integer problems are hard,
NP-complete in fact, and in the design of the solver algorithms there are tradeoffs
to be made. These tradeoffs will make the solver good for certain problems and
less so for others. Tuning the solver will determine which problems it will perform
well on and on which it will not.
At MOSEK we tune our solvers based on our
internal benchmarking sets. These sets are mainly based on problems we have received
from customers, and we feel they are representative of the problems being
solved for practical applications.
So, does this mean you will see a 30 per
cent improvement on your mixed integer problems? No, not for certain. But it might
be worthwhile to upgrade to 10.1 and test and see!
