Hello,
I am using the mosek solver with cvx on matlab to resolve some optimization
problems I am working on. One of these problems requires an exhaustive
search of tens of thousands of possible combinations and can take hours
to complete. I would like to stop the program when a discovered solution
is relatively close to the upper bound (~1% for example). I checked the mosek
site for the setting and it is “MSK_DINF_MIO_OBJ_REL_GAP”, however when
I try to set this value via cvx in matlab using the command line
’cvx_solver_settings( ‘MSK_DINF_MIO_OBJ_REL_GAP’,.01)’ I get the
following error message: -1200 [MSK_RES_ERR_IN_ARGUMENT] [A function
argument is incorrect.].
Can I alter this parameter from cvx ? If yes how?