2 Major changes

Specific information regarding particular APIs, parameters and portability of code from version 10 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 11.0

2.1.1 New features

Mixed-integer optimizer

  • Major performance improvement of the mixed-integer optimizer.

  • Restarts can now be initiated at any point during the solution process if the solver estimates the remaining search space to be large (MSK_IPAR_MIO_MAX_NUM_RESTARTS).

  • If a problem can be split into independent components the solver can exploit this structure by solving them in parallel (MSK_IPAR_MIO_INDEPENDENT_BLOCK_LEVEL).

  • Improved separator for clique cuts

  • Enhanced large neighborhood search heuristics and new rounding heuristics

  • Increased presolve speed, particularly for large problems

New API for MATLAB

  • A new MOSEK API for MATLAB, which supports linear and conic problems and their mixed-integer versions.

  • The new API has a convenient syntax and allows for building the optimization problem in chunks in an intuitive way.

  • See https://docs.mosek.com/11.0/matlabapi/index.html

Optimizers

  • The interior-point optimizer can exploit folding for linear problems to reduce problem size.

Interface

  • Introduced an option to write the dual of the current problem to a file (command-line tool, Optimizer API).

Platform support

  • Python support is now 3.9-3.13.

Licensing

  • FLEXlm is at version 11.19.6. Upgrade of floating license servers is required to use clients from MOSEK 10.1 or older.

2.1.2 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.

2.1.3 Removed features

Platform support

  • Dropped support for osx64x86 (Apple Intel).

  • Dropped support for win32x86 (Windows 32bit).

  • Dropped the conda package. Use pip instead.