2 Major changes

Specific information regarding particular APIs, parameters and portability of code from version 11 can be found in the section Interface changes towards the end of the respective manual. This section lists general changes throughout MOSEK.

2.1 Release notes for 12.0

2.1.1 New features and improvements

Preprocessing

  • Improved handling of slightly infeasible problems in presolve.

  • For linear problems folding is employed if deemed worthwhile even if a basic solution is required.

New simplex optimizers

  • The simplex optimizers have been completely rewritten to improve speed and robustness.

  • The free simplex optimizer will run dual and primal simplex concurrently in a deterministic mode by default in multithreaded mode. If only one thread is available, then dual simplex is employed.

New linear interior-point optimizer and basis identification

  • The interior-point optimizer for linear problems has been rewritten.

  • The basis identification procedure has been rewritten from scratch to improve speed and stability. In particular the speed improvement can be significant for large and massively degenerate linear problems.

  • The basis reoptimization step employs the parametric primal-dual simplex algorithm which improves robustness vastly when the initial interior solution is inaccurate. In particular, it is less sensitive to degeneration than using using either the primal or dual simplex optimizer.

Mixed-integer optimizer

  • Improved version of conflict analysis and better conflict handling in general.

  • Improved symmetry reduction through better propagation algorithms and in some special cases the detection of orbitopes.

  • Improved space and time efficiency of symmetry handling.

  • Added heuristics that are not dependent on the existence of a solution to the root node relaxation.

  • Improved detection of implied integer variables.

Packaging

Interfaces

  • A simple API for constructing a problem with fixed integer variables, useful for computing shadow prices for mixed-integer models, is introduced in the Optimizer, Fusion and MATLAB APIs.

2.1.2 Major breaking changes

Optimizer

  • The interior-point optimizer for linear problems will by default only return the basic solution, as opposed to the previous versions where both the interior-point and basic solution were returned. To get the old behavior the parameter MSK_IPAR_REQUEST_INTPNT must be set to MSK_ON.

Java

  • The MOSEK package is now com.mosek.mosek, uniformly in the Maven artifact and the JAR file contained in the distribution.

2.1.3 Deprecations

  • Conic constraints restricted to \(x\in\K\) for a variable \(x\) are deprecated and will be removed in a future major version. Use affine conic constraints instead. This affects mainly the Optimizer API.

  • The OPF file format for conic problems is deprecated in favor of PTF.

  • The old MOSEK Optimization Toolbox for MATLAB remains supported, but will eventually be phased out and replaced by the new API.

  • The conda package is deprecated and may be dropped in a future release. Consider pip instead.

  • The optimizers with DEPRECATED in their name will be removed in version 13.

2.1.4 Removed features