I am using mosek under cvx in matlab. My program has integer variables and sometimes is expensive timewise ( I do not know if this is relevant). I renewed my academic license today and I noticed that although when I used to press control C the execution would stop and return a suboptimal solution, the behavior now is different(?!) and cvx ignores me and continues running, even when I spam it to stop. How can this be happening?
In general MATLAB makes it very hard for us like MOSEK to stop a program based on control c. It is an undocumented feature how to do it. See for instance
Ctrlk-c and logging in recent MATLABs is pain. Sorry to say so.
But I do not see why it should just stop working unless you upgraded MATLAB.
This undocumented feature is very tough for me to understand. Could it be better to do it using cvx_slvitr ? Even when I try to set this number to something like (cvx_slvitr= 15), the solver seems to ignore it and continue without stopping. Actually is there any possible way to set some type of time-out dependent of some variable? (iterations,real time, or anything else?)
You migh be able to set a maximum time MOSEK will run. How you do it from CVX I do not know.
You can use
cvx_solver_settings to set MOSEK parameters to (non-default) values http://cvxr.com/cvx/doc/solver.html#advanced-solver-settings