How to solve the problem in mosek?

[Mark_L_Stone]

See

Is there a way to accelerate the process of CVX solver?

“Reference to non-existent field sol” means that Mosek didn’t even start solving the problem. The log output (do not use “quiet”) will explain why. Either a license issue, or huge coefficients, NaNs in the data or something else. You can share the full log output here and we can help.

and

How to encode a summation constraint into CVX

For n=1000 the computation of your c coefficients is so inaccurate that it produces some humonguous values. Are you not getting a ton of warnings related to calling nchoosek ? You will need to compute them in some more clever way that does not lead to overflows. That’s why for n=1000 Mosek says Mosek error: MSK_RES_ERR_HUGE_AIJ (A numerically huge value is specified for an element in A.) ------------------------------------------------------------ Status: Error Optimal value (cvx_optval): NaN …

Maybe @Michal_Adamaszek, who is s Mosek employee, can provide additional assistance.