How to use MOSEK in CVX?

(Kushagra Singhal) #21

But i got an academic license… is there a way to solve the problem?

(Kushagra Singhal) #22

It worked after adding the host name to my license. :smile:

(Michael C. Grant) #23

Yes, entering the correct information into the license is essential.

(Kushagra Singhal) #24

Is there a way to make mosek run faster and on big problems. Is there a limit on how big a problem can it solve? it is taking a lot of time solving for 300 X 300 SDP problem. I want to scale it to around 1000 X 1000

(Michael C. Grant) #25

Sorry, it looks like your problem is just too big to get good results with CVX and/or MOSEK. You’ll have to invent your own approach! Time for a journal article! :slight_smile:

(Erling D.Andersen) #26

300x300 SDP does not sound large for MOSEK. It solve quite quickly unless you have a lot of constraints.

(Kushagra Singhal) #27

I have equality constraints on the diagonal elements of the variable X…so 300 equality constraints and the regular PSD constraint on X. BTW what do you mean by quick…i am working on an i7-4770 machine with 16 gb RAM and 3.4 GHz clock speed.

(Erling D.Andersen) #28

Well, what do you mean by slow? Could you include the log output. That would qualify the discussions quite a bit.

A problem with say a 5000 x 5000 SDP variable is starting to get large. 300 x 300 is small.

(Kushagra Singhal) #29

I realize the problem in scaling is due to the RAM. I will try on other servers with more RAM to see how it scales.

(Edgar Arribas) #30

Hi, I got a very similar error when trying to use mosek solver with the CVX toolbox.

I have a CVX Professional license as an academic, I have successfully installed Mosek 7 with an academic license, and I have added the path to Mosek in the Matlab command prompt. Still, when I run cvx_set /path/to/my/license/license.dat it skips the mosek solver and the line of the Status it says “Status: invalid:user”.

How can I use Mosek with CVX? Can anybody help me?

Thanks in advance.

(Michael C. Grant) #31

“invalid:user” means the username you added to the license does not match your actual username. If you type cvx_version or cvx_setup, the output gives you exactly the host ID and username you should be using.

(Edgar Arribas) #32

Oh! I thought I was using the correct user but in fact… I wasn’t. Thanks for the reply!