Linux server with mosek solver, it failed with undefined function or variable last_act

1

When I use the mosek solver to run my matlab code on the window system, it can be solved successfully, which is shown as follows

1
11402×609 195 KB

2
21229×677 76.8 KB

3
31384×637 101 KB

but when I put the exact same code into the Linux system and run it and use the mosek solver, it can’t be solved, which is shown as follows

4
4809×463 56.4 KB

I want to know how to solve the problem with this error message on the linux server, and it shows that the successive convex approximation method still be employed to solve the problem

2

What version of CVX and Mosek are you running on Linux? To avoid CVX’s Successive Approximation method, you should be running CVX 2,2 with Mosek 9.x (not 8.x or 7,x).

Also, CVX warns of near zero elements. it appears that you are getting away with that. But the same near zero elements, perhaps due to bad scaling, could be too much for the Successive Approximation method to sucessfully handle, even if Mosek is the underling solver called by CVX.

3

5
5607×607 88.4 KB

the version of cvx and mosek is shown in the picture, and I use cvx_solver mosek_2 in my code

4

The output shows CVX 2.1. You need to use CVX 2.2 in order to use Mosek’s native exponential cone capability and avoid CVX"s Successive Approximation method.

5

Many thanks, I will try it.