How to add Timelimit to CVX with Mosek solver


(mincy) #1

Hi all,

I was wondering how to set a time limit with mosek sovler? I tried cvx_solver_settings(‘TIMELIMIT’, num) as mentioned in Gurobi, but it doesn’t work.

I would like to stop a mixed integer programming in certain time limit, and return the suboptimal feasible solution. I wonder is there a cheap way to do so?

Thank you!


(Mark L. Stone) #2

You need to specify one or more of the MOSEK parameters. Here’s the list http://docs.mosek.com/8.0/toolbox/parameters.html .


(mincy) #3

Thank you so much! I’ve fixed it with
cvx_solver mosek
cvx_solver_settings(‘MSK_DPAR_MIO_MAX_TIME’, num)