The section presents improvements and new features added to MOSEK in version 5.0.
- The OSiL XML format for linear problems is now supported as output-only format.
- The new Optimization Problem file Format (OPF) is now available. It incorporates linear, quadratic, and conic problems in a single format, as well as parameter settings and solutions.
- The OBJNAME section is now supported in the MPS format.
- The interior-point solver is about 20% faster on average for large linear problems, compared to MOSEK 4.0.
- The dual simplex solver is about 40% faster on average compared to MOSEK 4.0.
- For the primal simplex solver, handling of problems with long slim structure has been improved.
- For both simplex optimizers numerical stability, hot-start efficiency and degeneracy handling has been improved substantially.
- A simplex network flow optimizer is now available. In many cases the specialized simplex optimizer can solve a pure network flow optimization problem up to 10 times faster than the standard simplex optimizer.
- Presolve is now by default turned on for hot-start with the simplex optimizers.
- The mixed integer optimizer now includes the feasibility pump heuristic to find a good initial feasible solution.
- Full support for setting branching priorities on integer constrained variables.
- The Flexlm license software has been upgraded to version 11.4.
- Dongles are supported in 64 bit Windows.
- The documentation has been improved. Each interface now have a complete dedicated manual, and many code examples have been added. The HTML version has been subject to heavy cosmetical changes.
- A complete Python interface is now available.
- The MATLAB interface supports the MATLAB versions R2006a, R2006b, and R2007a.
- The general convex interface has been disabled in the Java and .NET interfaces.
- The Java API provides an interface to the native scopt functionality.
- Mac OSX 32 bit for x86 version has been added.
- Solaris 32 bit for x86 version has been added
- Solaris 64 bit for x86 version has been added.