Mosek will decide itself.
You can specify the solver for CVX to use, and you can change solver settings (which probably you shouldn’t do). But if you ever need to do, and I don’t believe this is such an occasion, you can use
http://cvxr.com/cvx/doc/solver.html#advanced-solver-settings
help cvx_solver_settings
cvx_solver_settings CVX solver settings adjustment.
cvx_solver_settings is used to adjust the advaned settings of the
current solver being used by CVX. Before using this function, please
read the IMPORTANT NOTE below.cvx_solver_settings( <name1>, <value1>, [ <name2>, <value2>, ... ] ) stores a custom setting called <name1> for the active solver, and gives it a value of <value2>, and so forth for the other key-value pairs. Each name must be a string containing a valid variable name; the values may be of any type or size, including empty arrays or strings. When CVX_END is reached, these key/value pairs will be delivered to the underlying solver as parameters. This allows an expert user to modify the behavior of the underlying solver in a manner that is otherwise unavailable through more standard CVX commands. cvx_solver_settings( 'name' ) or cvx_solver_settings name returns the current value of that setting for the current solver. If there is no such setting by that name, an error results. cvx_solver_settings( '-clear', <name1>, '-clear', <name2>, ... ) or cvx_solver_settings -clear <name> Removes the key/value pair matching <name> from the settings list for the active solver. cvx_solver_settings, with no arguments, displays the current list of settings for the active solver. cvx_solver_settings -all displays a list of the settings for all all available solvers. cvx_solver_settings -clear clears all settings for the active solver. cvx_solver_settings -clearall clears all settings for all solvers. cvx_solver_settings( S ) where S is a structure, replaces the *entire* list of solver settings with the field-value pairs stored in the structure S. S = cvx_solver_settings returns a structure containing all of the settings for the current solver. If you call cvx_solver_settings within a model --- that is, between CVX_BEGIN and CVX_END --- then the changes are "local": that is, they will apply ONLY to the current model. On the other hand, if you call cvx_solver_settings outside of a model, then the changes are "global": they will apply to all subsequent models that employ that solver. CVX_SAVE_PREFS will save any global settings you have provided, so they will be restored the next time you start MATLAB. cvx_solver_settings( 'dumpfile', <filename> ) is a setting supported by all solvers. If set, it will save a .MAT file containing the exact input arguments delivered to the solver. This file will be created immediately before the solver is called, so you will be able to examine their contents even if the solver fails with an error. This feature is to be used primarily by solver developers. **** IMPORTANT NOTE **** Please use this feature with extreme caution, and at your own risk: * CVX does not check the correctness of the settings you supply. If the solver rejects the setting you supply, CVX will fail until you change or remove that setting. * Use of this feature can alter the quality of the solutions that the solver produces: sometimes for the better, sometimes for the worse. * Please consult your solver's specific documentation for information about its available settings. * The settings set here *override* any default values CVX has chosen for each solver. In certain cases, this may actually confuse CVX and and cause it to misinterpret the results. Fpr this reason, we cannot support all possible combinations of custom settings.