When I run code by adding “quiet” in cvx _begin line, it directly give that CVX Warning that I have mentioned from the start.

When I remove it, my command window runs in iteration for so long that I have to force stop it to see what is happening. I have shared before the MOSEK 8.1 version output. Here is small portion of MOSEK 9.1 version output.

"MOSEK Version 9.1.9 (Build date: 2019-11-21 11:34:40)

Copyright © MOSEK ApS, Denmark. WWW: mosek.com

Platform: Windows/64-X86

Problem

Name :

Objective sense : min

Type : CONIC (conic optimization problem)

Constraints : 9

Cones : 4

Scalar variables : 20

Matrix variables : 0

Integer variables : 0

Optimizer started.

Presolve started.

Linear dependency checker started.

Linear dependency checker terminated.

Eliminator started.

Freed constraints in eliminator : 4

Eliminator terminated.

Eliminator started.

Freed constraints in eliminator : 0

Eliminator terminated.

Eliminator - tries : 2 time : 0.00

Lin. dep. - tries : 1 time : 0.02

Lin. dep. - number : 0

Presolve terminated. Time: 0.08

Problem

Name :

Objective sense : min

Type : CONIC (conic optimization problem)

Constraints : 9

Cones : 4

Scalar variables : 20

Matrix variables : 0

Integer variables : 0

Optimizer - threads : 4

Optimizer - solved problem : the primal

Optimizer - Constraints : 5

Optimizer - Cones : 4

Optimizer - Scalar variables : 16 conic : 12

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 : 14 after factor : 15

Factor - dense dim. : 0 flops : 2.11e+02

ITE PFEAS DFEAS GFEAS PRSTATUS POBJ DOBJ MU TIME

0 1.0e+00 5.2e+06 1.0e+00 0.00e+00 -2.000000000e+00 0.000000000e+00 1.0e+00 0.11

1 2.1e-01 1.1e+06 4.6e-01 -1.00e+00 -7.935826917e+00 -2.141125185e+00 2.1e-01 0.31

2 2.7e-02 1.4e+05 1.6e-01 -1.00e+00 -6.094328545e+01 -2.231796744e+01 2.7e-02 0.31

3 6.6e-03 3.5e+04 8.2e-02 -1.00e+00 -2.442077152e+02 -9.168801141e+01 6.6e-03 0.33

4 2.3e-03 1.2e+04 4.8e-02 -1.00e+00 -8.036282389e+02 -3.604666731e+02 2.3e-03 0.33

5 5.5e-04 2.9e+03 2.4e-02 -1.00e+00 -2.915253939e+03 -1.111588726e+03 5.5e-04 0.34

6 1.5e-04 7.8e+02 1.2e-02 -9.98e-01 -1.235488644e+04 -5.627425518e+03 1.5e-04 0.34

7 2.9e-05 1.5e+02 5.4e-03 -9.93e-01 -5.608633728e+04 -2.277710161e+04 2.9e-05 0.36

8 6.4e-06 3.4e+01 2.4e-03 -9.59e-01 -2.436638988e+05 -1.084210439e+05 6.4e-06 0.38

9 1.9e-06 1.0e+01 9.5e-04 -6.95e-01 -4.633841078e+05 -2.302849756e+05 1.9e-06 0.38

10 3.7e-07 2.0e+00 1.5e-04 -1.09e-01 -4.695976628e+05 -3.041275230e+05 3.7e-07 0.39

11 1.0e-07 5.4e-01 1.8e-05 8.81e-01 -9.004916531e+04 -6.028673025e+04 1.0e-07 0.39

12 2.4e-08 1.3e-01 2.0e-06 9.68e-01 -2.921659315e+04 -2.253022668e+04 2.4e-08 0.41

13 5.9e-09 3.1e-02 2.5e-07 1.01e+00 -6.848317653e+03 -5.161442161e+03 5.9e-09 0.41

14 1.6e-09 8.3e-03 3.4e-08 1.00e+00 -1.856060116e+03 -1.399968814e+03 1.6e-09 0.42

15 4.3e-10 2.2e-03 4.8e-09 9.98e-01 -5.114741424e+02 -3.883454872e+02 4.3e-10 0.44

16 1.1e-10 5.6e-04 6.1e-10 9.96e-01 -1.313598608e+02 -9.996571147e+01 1.1e-10 0.44

17 2.6e-11 1.4e-04 7.4e-11 9.96e-01 -3.318418831e+01 -2.543203940e+01 2.6e-11 0.45

18 6.9e-12 3.6e-05 1.0e-11 9.98e-01 -9.073073014e+00 -7.035740031e+00 6.9e-12 0.47

19 1.9e-12 1.0e-05 1.5e-12 9.93e-01 -2.606661350e+00 -2.032304190e+00 1.9e-12 0.47

20 5.7e-13 3.0e-06 2.4e-13 9.89e-01 -8.389016798e-01 -6.682574964e-01 5.7e-13 0.47

21 1.6e-13 8.6e-07 3.7e-14 9.79e-01 -2.766607517e-01 -2.260888533e-01 1.6e-13 0.48

22 4.6e-14 2.4e-07 5.6e-15 9.66e-01 -9.802832671e-02 -8.326048313e-02 4.6e-14 0.48

23 1.5e-14 7.8e-08 1.1e-15 9.60e-01 -4.841458493e-02 -4.335845009e-02 1.5e-14 0.50

24 4.7e-15 2.5e-08 2.0e-16 9.41e-01 -2.696633355e-02 -2.525498388e-02 4.7e-15 0.50

25 1.3e-15 6.6e-09 2.8e-17 9.56e-01 -1.859310328e-02 -1.812133911e-02 1.3e-15 0.52

26 2.3e-16 1.2e-09 2.1e-18 9.79e-01 -1.570294793e-02 -1.561750432e-02 2.2e-16 0.53

27 1.3e-17 5.2e-11 1.9e-20 9.94e-01 -1.504054487e-02 -1.503675629e-02 9.9e-18 0.53

28 1.6e-16 4.4e-13 1.0e-23 1.00e+00 -1.501013504e-02 -1.501010290e-02 8.4e-20 0.55

29 1.4e-15 1.8e-14 1.9e-25 1.00e+00 -1.500988185e-02 -1.500988124e-02 1.6e-21 0.55

Optimizer terminated. Time: 0.67

Interior-point solution summary

Problem status : PRIMAL_AND_DUAL_FEASIBLE

Solution status : OPTIMAL

Primal. obj: -1.5009881851e-02 nrm: 1e+00 Viol. con: 3e-04 var: 9e-10 cones: 0e+00

Dual. obj: -1.5009881244e-02 nrm: 2e+01 Viol. con: 0e+00 var: 1e-08 cones: 0e+00

Optimizer summary

Optimizer - time: 0.67

Interior-point - iterations : 29 time: 0.56

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

Status: Solved

Optimal value (cvx_optval): +0.0150099

## Calling Mosek 9.1.9: 27 variables, 11 equality constraints

For improved efficiency, Mosek is solving the dual problem.

MOSEK Version 9.1.9 (Build date: 2019-11-21 11:34:40)

Copyright © MOSEK ApS, Denmark. WWW: mosek.com

Platform: Windows/64-X86

Problem

Name :

Objective sense : min

Type : CONIC (conic optimization problem)

Constraints : 11

Cones : 6

Scalar variables : 27

Matrix variables : 0

Integer variables : 0

Optimizer started.

Presolve started.

Linear dependency checker started.

Linear dependency checker terminated.

Eliminator started.

Freed constraints in eliminator : 2

Eliminator terminated.

Eliminator started.

Freed constraints in eliminator : 0

Eliminator terminated.

Eliminator - tries : 2 time : 0.00

Lin. dep. - tries : 1 time : 0.01

Lin. dep. - number : 0

Presolve terminated. Time: 0.06

Problem

Name :

Objective sense : min

Type : CONIC (conic optimization problem)

Constraints : 11

Cones : 6

Scalar variables : 27

Matrix variables : 0

Integer variables : 0

Optimizer - threads : 4

Optimizer - solved problem : the primal

Optimizer - Constraints : 9

Optimizer - Cones : 6

Optimizer - Scalar variables : 25 conic : 18

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 : 28 after factor : 30

Factor - dense dim. : 0 flops : 3.14e+02

ITE PFEAS DFEAS GFEAS PRSTATUS POBJ DOBJ MU TIME

0 1.0e+00 4.1e+03 1.6e+00 0.00e+00 5.847573262e-01 0.000000000e+00 1.0e+00 0.11

1 8.9e-02 3.7e+02 4.7e-01 -9.99e-01 -1.460571529e+01 -5.065059138e+00 8.9e-02 0.31

2 1.0e-02 4.1e+01 1.5e-01 -9.88e-01 -1.389847976e+02 -4.679665321e+01 1.0e-02 0.31

3 2.6e-03 1.1e+01 6.2e-02 -8.36e-01 -3.647856290e+02 -1.324231028e+02 2.6e-03 0.33

4 7.9e-04 3.2e+00 1.7e-02 -1.23e-01 -3.513127678e+02 -1.703198722e+02 7.9e-04 0.33

5 4.3e-04 1.8e+00 7.1e-03 2.85e-01 -2.437657949e+02 -1.363762961e+02 4.3e-04 0.34

6 3.9e-05 1.6e-01 2.1e-04 6.59e-01 -5.896686697e+01 -4.710489065e+01 3.9e-05 0.36

7 1.1e-07 4.6e-04 2.3e-08 1.01e+00 -2.411547313e-01 -2.245716139e-01 1.1e-07 0.38

8 2.2e-10 9.0e-07 2.0e-12 1.00e+00 -4.746509638e-04 -4.420115780e-04 2.2e-10 0.38

9 4.3e-13 1.8e-09 1.7e-16 1.00e+00 -9.270525646e-07 -8.633037709e-07 4.3e-13 0.39

10 8.3e-15 3.4e-12 1.5e-20 1.00e+00 -1.810661782e-09 -1.686151444e-09 8.4e-16 0.39

Optimizer terminated. Time: 0.52

Interior-point solution summary

Problem status : PRIMAL_AND_DUAL_FEASIBLE

Solution status : OPTIMAL

Primal. obj: -1.8106617824e-09 nrm: 1e+00 Viol. con: 1e-11 var: 9e-10 cones: 0e+00

Dual. obj: -1.6861514442e-09 nrm: 6e+03 Viol. con: 0e+00 var: 2e-12 cones: 0e+00

Optimizer summary

Optimizer - time: 0.52

Interior-point - iterations : 10 time: 0.41

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

Status: Solved

Optimal value (cvx_optval): +1.68615e-09

Calling Mosek 9.1.9: 20 variables, 9 equality constraints

For improved efficiency, Mosek is solving the dual problem.

------------------------------------------------------------"

If MOSEK is solving fine than what could be the possible reason for getting that same CVX Warning till now. As I have to run the whole code to get some plotting.

You can ask if you need any other output to show you.

Thank-you so much for seeing my problem thoroughly.