I did not notice any anomalous behavior for SDPT3 or SeDuMi solvers. All problems solved, all reported “correct” values of cvx_optval, and results matched between the two solvers. I saw no case in which cvx_status is Solved, but cvx_optval is NaN.

I encountered the fatal Mosek error for each of the two CVX problems for each of a few different `rps`

values I tried… Mosek personnel advise against using `cvx_precision best`

; when removed, the same error occurred. Here is the output without the `quiet`

option. CVX’s reporting is correct given the fatal Mosek error.

++++++++++++++++++++++++++++++

## Calling Mosek 9.3.1: 23 variables, 6 equality constraints

For improved efficiency, Mosek is solving the dual problem.

MOSEK Version 9.3.6 (Build date: 2021-9-7 12:37:09)

Copyright © MOSEK ApS, Denmark. WWW: mosek.com

Platform: Windows/64-X86

Problem

Name :

Objective sense : min

Type : CONIC (conic optimization problem)

Constraints : 6

Cones : 1

Scalar variables : 23

Matrix variables : 0

Integer variables : 0

Optimizer started.

Presolve started.

Linear dependency checker started.

Linear dependency checker terminated.

Eliminator started.

MOSEK fatal error stopenv.

Version : 9.3.6

Platform: Windows/64-X86

File : src\prslv\prselim.c

Line : 5122

Msg. : Out of space in stack buffer 680 373

Please report this message to support@mosek.com.

Status: Error

Optimal value (cvx_optval): NaN

Error using mosekopt

Fatal MOSEK error in src\prslv\prselim.c line 5122.

Error in cvx_mosek

Error in cvx_run_solver (line 50)

[ varargout{1:nargout} ] = sfunc( inputs{:} );

Error in cvx_mosek

Error in cvxprob/solve (line 429)

[ x, status, tprec, iters, y ] = shim.solve( At, b, c, cones, quiet, prec, solv.settings, eargs{:} );

Error in cvx_end (line 88)

solve( prob );