How should I deal with a large coefficient?

1

When I was trying to control the scale of coefficients in my constraints, I multiplied them by a small constant, such as 10^{-10}. However, it raises a new problem.

I get Error(1400): buc[1] is too small.
How should I do for this?

Calling Mosek 9.1.9: 57033 variables, 19 equality constraints
For improved efficiency, Mosek is solving the dual problem.

MOSEK Version 9.1.9 (Build date: 2019-11-21 11:34:40)
Copyright © MOSEK ApS, Denmark. WWW: mosek.com
Platform: Windows/64-X86

MOSEK warning 960: E[21,15] = 4.5e+10 is large in absolute size.
MOSEK warning 960: E[21,17] = 3.1e+11 is large in absolute size.
MOSEK warning 960: E[21,19] = 1.6e+12 is large in absolute size.
MOSEK warning 960: E[21,21] = 5.9e+12 is large in absolute size.
MOSEK warning 960: E[23,13] = 1.0e+10 is large in absolute size.
MOSEK warning 960: E[23,15] = 1.1e+11 is large in absolute size.
MOSEK warning 960: E[23,17] = 7.8e+11 is large in absolute size.
MOSEK warning 960: E[23,19] = 4.1e+12 is large in absolute size.
MOSEK warning 960: E[23,21] = 1.6e+13 is large in absolute size.
MOSEK warning 960: E[23,23] = 4.7e+13 is large in absolute size.
Warning number 960 is disabled.
*** Error(1400): buc[1] is too small
Mosek error: MSK_RES_ERR_INFINITE_BOUND (A numerically huge bound value is specified.)

Status: Error
Optimal value (cvx_optval): NaN

2

MSK_RES_ERR_INFINITE_BOUND is an error you will get when you actually have a bound like expression >= \infty. Try with a smaller model to detect where they come from. Hard to give any specific advice except that you should carefully check everything in your model.

3

Thanks for your answer.