Having problems solving the large-scale SDP with CVX

(Mengxiao Zhang) #1

Now I am trying to solve an SDP problem with about 30000 constraints and 20000 variables and I have implemented it in CVX with MOSEK solver. As I found that on the website, CVX has claimed to be slow on large scale SDP models, I wonder whether I can get the MOSEK model which CVX converts my implementation to? Thank you very much.

What does CVX do during the period before using a solver to solve the SDP?
(Mengxiao Zhang) #2

When I run a CVX program, it seems that actually the solving time printed by mosek is a small part compared with the preparation time of CVX. Does CVX use this time to convert matlab language to mosek model? If so, can I get the model it converted?

(Erling D.Andersen) #3

All the time not spend by MOSEK is spend in CVX.