2 Major changesΒΆ

Below the major changes

Compiler

  • The Intel C compiler version 16 is used leading to improved performance on recent Intel CPUs for large problems.

Presolve

  • Performance of the presolve has been improved.
  • The eliminator in the presolve has been reimplemented and is usually faster. Moreover, it requires much less memory.
  • Presolve has been improved on conic quadratic problems.

Interior-point Optimizer

  • The automatic scaling procedure employed by the conic optimizer has been made aggresive.
  • The numerical stability of conic optimizer has been improved significantly. Particularly for semidefinite optimization problems.
  • Quadratic and quadratically constrained problems are internally converted to conic form and solved using the conic optimizer. Nevertheless full primal and dual information to the original problems is available.
  • The termination criteria when solving quadratic problems with interior-point optimizer is controlled with the new parameters dparam.intpnt_qo_tol_rel_gap. dparam.intpnt_qo_tol_pfeas and dparam.intpnt_qo_tol_dfeas.
  • A dualizer for conic quadratic problems is now available. By default it dualizes the problems before optimizing if deemed worthwhile. The dualization is transparent to the user and can be turned off.
  • The linear algebra in the conic optimizer is now parallelized using Cilk+ and scales better when the number of threads is increased. Moreover, for smallish problem susing too many threads does not hurt performance.
  • The computational efficiency of the graph partioning based ordering method has been improved.

Mixed-integer Optimizer

  • Only one mixed integer optimizer is available which corresponds to the mixed integer conic optimizer in version 7.
  • Removed support for (never used) feature branching prorities.

Linear algebra utilities

The following functions have been added:

  • sparse Cholesky factorization of a semidefinite matrix and
  • solution of a sparse triangular system of linear equations.

License Manager

The FLEXlm license sytem has been updated to version 11.13.1.2. The update introduces an overhead of about 0.4 seconds when a floating license is checked out for the first time. It is a side effect of additional checks performed by the license server. See the licensing manual or ask MOSEK support for advise on how to mitigate the issue.

Removed features

  • The primal network simplex optimizer has been removed. (It is suggested to use the dual simplex optimizer instead.)
  • The primal-dual simplex optimizer has been removed. (It is suggested to use the dual simplex optimizer instead.)
  • The concurrent optimizer has been removed. (It is suggested to use the interior-point optimizer instead.)