I would like to know how
cvx_precision low changes mosek’s parameters?
I am trying to replicate this behavior w/o actually using
cvx_precision low but rather changing mosek’s params directly. For instance, in Matlab I get
>> cvx_precision Precision setting: low Solver goal: precision <= 1.35e-06 "Solved" if precision <= 1.22e-04 "Inaccurate/Solved" if 1.22e-04 < precision <= 1.22e-04
but, am not sure how i could do this directly using mosek’s various parameters, e.g., here: https://docs.mosek.com/9.1/pythonapi/parameters.html#
Upon reading “Controlling the solver precision” subsection 8.2 in https://see.stanford.edu/materials/lsocoee364a/cvx_usrguide.pdf
it says that
“There are several ways to call the cvx_precision command. If you call it with no arguments, it simply returns a two-element vector of the current precision settings, e.g., printed above. The first element in that vector is the standard precision; the precision the solver must obtain to return Solved, Unbounded, or Infeasible. The second element in the vector is the “reduced” precision, the precision that the solver must achieve in order to return Solved/Inaccurate,Unbounded/Inaccurate,Infeasible/Inaccurate.”
I am trying to achieve this by directly interfacing with mosek’s parameters.
(I was trying to look in the termination criteria section here: https://docs.mosek.com/9.0/pythonapi/param-groups.html#doc-param-groups and possibly set 1.35e-6 and 1.22e-4 for two parameters, but, am not sure which params these two #'s correspond to)