I have a long code that has a part that is solved with cvx. I was using mosek successfully. But it now has started failing though the problems can still be solved with sdpt3 or sedumi.
Note that I tried all the set_precision so that is not the problem.
The error I get is:
Error using mosekopt
Fatal MOSEK error in src\cpub\spmat.c line 1798.
Error in cvx_mosek
Error in cvx_run_solver (line 50)
[ varargout{1:nargout} ] = sfunc( inputs{:} );
Error in cvx_mosek
Error in cvxprob/solve (line 429)
I suspect a path problem as there have been all sorts of matlab/windows/cvx path problems that I have had recently.