I wonder if I can count the iteration times in CVX when it run a LP(Linear Programming) or IP(Integer Programming) problem. I used Mosek 8.0 as the cvx solver,when it executed over,it will print its results,including iteration time,so can I record this number in a file? So that I can do some statistics abount my algorithm.Thanks a lot!
The only way I know of is to capture the solver output using the MATLAB diary command. Then process the diary file using a script (called from system command if you wish) or whatever, to determine the number of iterations.
Got it.Thank you a lot.