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 );