Here is the output of my program. But here is a Mosek error: MSK_RES_TRM_STALL (), and the status is Inaccurate/Solved. So what does the error means? Is the optimal value correct?
Calling Mosek 8.0.0.60: 5255 variables, 2530 equality constraints
MOSEK Version 8.0.0.60 (Build date: 2017-3-1 13:09:33)
Copyright © MOSEK ApS, Denmark. WWW: mosek.com
Platform: Windows/64-X86
MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col ‘’ (304) of matrix ‘A’.
MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col ‘’ (307) of matrix ‘A’.
MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col ‘’ (310) of matrix ‘A’.
MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col ‘’ (313) of matrix ‘A’.
MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col ‘’ (316) of matrix ‘A’.
MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col ‘’ (319) of matrix ‘A’.
MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col ‘’ (322) of matrix ‘A’.
MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col ‘’ (325) of matrix ‘A’.
MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col ‘’ (328) of matrix ‘A’.
MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col ‘’ (331) of matrix ‘A’.
Warning number 710 is disabled.
Problem
Name :
Objective sense : min
Type : CONIC (conic optimization problem)
Constraints : 2530
Cones : 1312
Scalar variables : 5255
Matrix variables : 0
Integer variables : 0
Optimizer started.
Conic interior-point optimizer started.
Presolve started.
Linear dependency checker started.
Linear dependency checker terminated.
Eliminator started.
Freed constraints in eliminator : 100
Eliminator terminated.
Eliminator started.
Freed constraints in eliminator : 0
Eliminator terminated.
Eliminator - tries : 2 time : 0.00
Lin. dep. - tries : 1 time : 0.00
Lin. dep. - number : 0
Presolve terminated. Time: 0.03
Optimizer - threads : 4
Optimizer - solved problem : the primal
Optimizer - Constraints : 1824
Optimizer - Cones : 1313
Optimizer - Scalar variables : 4550 conic : 3938
Optimizer - Semi-definite variables: 0 scalarized : 0
Factor - setup time : 0.00 dense det. time : 0.00
Factor - ML order time : 0.00 GP order time : 0.00
Factor - nonzeros before factor : 1.37e+004 after factor : 1.75e+004
Factor - dense dim. : 0 flops : 2.61e+005
ITE PFEAS DFEAS GFEAS PRSTATUS POBJ DOBJ MU TIME
0 2.9e+002 1.0e+000 1.0e+000 0.00e+000 0.000000000e+000 0.000000000e+000 1.0e+000 0.05
1 4.9e+001 1.7e-001 6.9e-002 -1.00e+000 6.962545874e+001 1.340345469e+003 1.7e-001 0.08
2 1.2e+001 4.0e-002 8.0e-003 -9.99e-001 3.403746926e+002 6.483728166e+003 4.0e-002 0.09
3 2.8e+000 9.6e-003 9.5e-004 -9.98e-001 1.459997656e+003 2.760459212e+004 9.6e-003 0.09
4 6.9e-001 2.3e-003 1.2e-004 -9.90e-001 5.972870071e+003 1.116607833e+005 2.3e-003 0.09
5 1.7e-001 5.9e-004 1.5e-005 -9.62e-001 2.256735795e+004 4.087159148e+005 5.9e-004 0.09
6 4.9e-002 1.7e-004 2.6e-006 -8.76e-001 7.009268033e+004 1.156389820e+006 1.7e-004 0.09
7 1.8e-002 6.2e-005 6.7e-007 -7.48e-001 1.668908537e+005 2.403919944e+006 6.2e-005 0.11
8 6.2e-003 2.1e-005 1.9e-007 -5.32e-001 3.280292079e+005 3.341531776e+006 2.1e-005 0.11
9 2.2e-003 7.3e-006 5.3e-008 -3.58e-001 7.274427066e+005 5.595400059e+006 7.3e-006 0.11
10 4.5e-004 1.5e-006 1.2e-008 -1.58e-001 1.379760125e+006 5.982656888e+006 1.5e-006 0.13
11 7.1e-005 2.4e-007 5.4e-009 4.77e-001 1.484151711e+006 1.995291547e+006 2.4e-007 0.13
12 1.2e-005 3.9e-008 2.5e-009 1.57e+000 5.193682102e+005 5.817296346e+005 3.9e-008 0.13
13 1.4e-006 4.7e-009 8.9e-010 1.10e+000 7.114742816e+004 7.826759274e+004 4.7e-009 0.14
14 1.7e-009 5.7e-012 3.1e-011 1.01e+000 1.035729161e+002 1.123940182e+002 5.7e-012 0.14
15 1.6e-010 5.5e-013 9.5e-012 1.00e+000 1.100097462e+001 1.184657476e+001 5.5e-013 0.14
16 4.8e-011 1.6e-013 5.2e-012 1.00e+000 4.772861736e+000 5.028389851e+000 1.6e-013 0.16
17 1.2e-011 3.9e-014 2.5e-012 1.01e+000 2.443039467e+000 2.504760120e+000 3.9e-014 0.16
18 7.3e-012 2.5e-014 2.0e-012 1.00e+000 1.721698944e+000 1.760980660e+000 2.5e-014 0.16
19 4.6e-012 1.6e-014 1.6e-012 9.96e-001 1.068913112e+000 1.093802565e+000 1.6e-014 0.17
20 3.7e-012 1.3e-014 1.4e-012 9.91e-001 9.575130126e-001 9.779222138e-001 1.3e-014 0.17
21 1.8e-012 6.0e-015 9.7e-013 9.85e-001 3.891573408e-001 3.991309904e-001 6.0e-015 0.19
22 9.9e-013 3.4e-015 7.2e-013 9.90e-001 3.243840042e-001 3.299461076e-001 3.4e-015 0.20
23 3.8e-011 1.3e-015 4.4e-013 9.88e-001 1.596633540e-001 1.618347315e-001 1.3e-015 0.20
24 5.2e-011 1.3e-015 4.4e-013 9.78e-001 1.595900344e-001 1.617604233e-001 1.3e-015 0.22
25 5.2e-011 1.3e-015 4.4e-013 9.77e-001 1.595900344e-001 1.617604233e-001 1.3e-015 0.22
Interior-point optimizer terminated. Time: 0.23.
Optimizer terminated. Time: 0.27
Interior-point solution summary
Problem status : PRIMAL_AND_DUAL_FEASIBLE
Solution status : NEAR_OPTIMAL
Primal. obj: 1.5959003437e-001 nrm: 1e+007 Viol. con: 7e-005 var: 0e+000 cones: 0e+000
Dual. obj: 1.6176042334e-001 nrm: 5e-001 Viol. con: 0e+000 var: 7e-005 cones: 9e-006
Optimizer summary
Optimizer - time: 0.27
Interior-point - iterations : 26 time: 0.23
Basis identification - time: 0.00
Primal - iterations : 0 time: 0.00
Dual - iterations : 0 time: 0.00
Clean primal - iterations : 0 time: 0.00
Clean dual - iterations : 0 time: 0.00
Simplex - time: 0.00
Primal simplex - iterations : 0 time: 0.00
Dual simplex - iterations : 0 time: 0.00
Mixed integer - relaxations: 0 time: 0.00
Mosek error: MSK_RES_TRM_STALL ()
Status: Inaccurate/Solved
Optimal value (cvx_optval): -0.15959