# Failed status with MOSEK

Hi! I am solving the following optimization problem and Mosek returns ‘failed’. Does anyone know why?

Code:
%Data problem 6

Ivert = 50;
K = 50;
n = 200;
A = -5 + 10rand(IvertK,n);
I = [];
b = 0rand(IvertK,1);
for k = 1:K
I(:,k) = [1+Ivert*(k-1):Ivert+Ivert*(k-1)];
end
D1 = eye(n);
D2 = -eye(n);
D = cat(1,D1,D2);
ub = [];
lb = [];
for i = 1:n
ub(i) = n/i;
lb(i) = i/n;
end

d = cat(2,ub,-lb)’;
ceil = ceil(log(sum(exp(ub)))/2);

cvx_begin

variable y(IvertK,1);
variable W(n,Ivert
K);
variable z(n,1);

maximize(trace(A*W))
subject to

y >= 0;
W >= 0;

sum(reshape(y,Ivert,[])) == 1;

DW - dy’ <= 0;

expression x(n,1);
for i = 1:n
sumresW = sum(reshape(W(i,:),Ivert,[]));
sumresW(1) == sumresW;
x(i) = sum(W(i,I(1,1):I(Ivert,1)));
{sumresW(1) - ceil, 1, z(i)} == exponential;
end

sum(z) <= 1;

cvx_end

## Command Window: Calling Mosek 9.1.9: 3017350 variables, 1005000 equality constraints For improved efficiency, Mosek is solving the dual problem.

MOSEK Version 9.1.9 (Build date: 2019-11-21 11:34:40)
Platform: Windows/64-X86

Problem
Name :
Objective sense : min
Type : CONIC (conic optimization problem)
Constraints : 1005000
Cones : 500000
Scalar variables : 3017350
Matrix variables : 0
Integer variables : 0

Optimizer started.
Presolve started.
Linear dependency checker started.
Linear dependency checker terminated.
Eliminator started.
Freed constraints in eliminator : 492550
Eliminator terminated.
Eliminator started.
Freed constraints in eliminator : 0
Eliminator terminated.
Eliminator - tries : 2 time : 0.00
Lin. dep. - tries : 1 time : 0.73
Lin. dep. - number : 49
Presolve terminated. Time: 7.73
GP based matrix reordering started.
GP based matrix reordering terminated.
Problem
Name :
Objective sense : min
Type : CONIC (conic optimization problem)
Constraints : 1005000
Cones : 500000
Scalar variables : 3017350
Matrix variables : 0
Integer variables : 0

Optimizer - solved problem : the dual
Optimizer - Constraints : 1519751
Optimizer - Cones : 500001
Optimizer - Scalar variables : 2512451 conic : 1502501
Optimizer - Semi-definite variables: 0 scalarized : 0
Factor - setup time : 110.52 dense det. time : 18.94
Factor - ML order time : 21.20 GP order time : 34.70
Factor - nonzeros before factor : 8.04e+06 after factor : 8.35e+07
Factor - dense dim. : 16763 flops : 2.34e+12
Factor - GP saved nzs : 1.24e+07 GP saved flops : 8.08e+10
ITE PFEAS DFEAS GFEAS PRSTATUS POBJ DOBJ MU TIME
0 2.0e+03 1.9e+02 3.8e+04 0.00e+00 0.000000000e+00 3.750902250e+04 1.0e+00 121.16
1 1.9e+03 1.8e+02 3.7e+04 -9.91e-01 8.448384595e+02 3.834818056e+04 9.6e-01 173.72
2 4.1e+02 3.8e+01 1.7e+04 -9.91e-01 7.433343558e+04 1.113493061e+05 2.0e-01 223.70
3 8.3e+01 7.7e+00 7.2e+03 -9.71e-01 4.170497001e+05 4.521165888e+05 4.1e-02 272.72
4 5.4e+01 5.0e+00 5.6e+03 -8.63e-01 6.255440952e+05 6.593613671e+05 2.7e-02 322.08
5 4.6e+01 4.3e+00 5.0e+03 -7.90e-01 7.202023061e+05 7.533836221e+05 2.3e-02 371.09
6 4.6e+01 4.3e+00 5.0e+03 -7.46e-01 7.251555201e+05 7.582980145e+05 2.3e-02 420.88
7 4.6e+01 4.3e+00 5.0e+03 -7.44e-01 7.253844508e+05 7.585251317e+05 2.3e-02 470.78
8 2.4e+01 2.3e+00 3.2e+03 -7.43e-01 1.231619449e+06 1.260865280e+06 1.2e-02 530.83
9 2.3e+01 2.2e+00 3.0e+03 -3.25e-01 1.255848768e+06 1.284350637e+06 1.1e-02 579.81
10 2.3e+01 2.2e+00 3.0e+03 -2.20e-01 1.257010565e+06 1.285459722e+06 1.1e-02 628.69
11 2.3e+01 2.2e+00 3.0e+03 -2.11e-01 1.257069384e+06 1.285515794e+06 1.1e-02 678.91
12 1.5e+01 1.4e+00 1.5e+03 -2.11e-01 1.468391293e+06 1.487642492e+06 7.2e-03 741.67
13 1.4e+01 1.3e+00 1.1e+03 1.85e+00 1.241558635e+06 1.256430311e+06 6.7e-03 791.42
14 1.4e+01 1.3e+00 1.1e+03 2.27e+00 1.226807116e+06 1.241437798e+06 6.7e-03 839.94
15 1.4e+01 1.3e+00 1.1e+03 2.29e+00 1.226050055e+06 1.240668458e+06 6.7e-03 889.36
16 9.7e+00 9.0e-01 3.0e+02 2.29e+00 6.890269028e+05 6.947243584e+05 4.8e-03 951.03
17 8.7e+00 8.2e-01 2.2e+02 3.45e+00 4.822808453e+05 4.860082434e+05 4.3e-03 1000.48
18 8.1e+00 7.5e-01 1.8e+02 3.16e+00 3.849088079e+05 3.877433586e+05 4.0e-03 1060.97
19 7.6e+00 7.1e-01 1.5e+02 2.93e+00 3.280395779e+05 3.303625592e+05 3.7e-03 1123.45
20 7.1e+00 6.7e-01 1.3e+02 2.75e+00 2.884955578e+05 2.904657502e+05 3.5e-03 1183.38
21 6.8e+00 6.3e-01 1.2e+02 2.61e+00 2.629565964e+05 2.647007156e+05 3.4e-03 1243.19
22 6.4e+00 6.0e-01 1.1e+02 2.51e+00 2.387910910e+05 2.403222800e+05 3.2e-03 1304.52
23 6.1e+00 5.7e-01 9.4e+01 2.40e+00 2.195856974e+05 2.209480908e+05 3.0e-03 1354.34
24 5.8e+00 5.4e-01 8.6e+01 2.30e+00 2.052600024e+05 2.064963070e+05 2.9e-03 1403.84
25 5.5e+00 5.1e-01 7.7e+01 2.23e+00 1.900405619e+05 1.911426306e+05 2.7e-03 1453.77
26 5.2e+00 4.9e-01 7.1e+01 2.14e+00 1.801107229e+05 1.811248417e+05 2.6e-03 1504.42
27 5.1e+00 4.8e-01 6.7e+01 2.08e+00 1.746074232e+05 1.755725500e+05 2.5e-03 1554.95
28 5.1e+00 4.8e-01 6.7e+01 2.04e+00 1.743477550e+05 1.753105615e+05 2.5e-03 1603.89
29 4.7e+00 4.4e-01 5.8e+01 2.04e+00 1.599857162e+05 1.608200494e+05 2.3e-03 1665.53
30 4.6e+00 4.3e-01 5.6e+01 1.96e+00 1.571328253e+05 1.579407677e+05 2.3e-03 1714.66
31 4.6e+00 4.3e-01 5.6e+01 1.94e+00 1.570052928e+05 1.578120498e+05 2.3e-03 1768.34
32 4.3e+00 4.0e-01 4.9e+01 1.93e+00 1.477354325e+05 1.484562561e+05 2.1e-03 1829.94
33 4.2e+00 4.0e-01 4.8e+01 1.86e+00 1.461392671e+05 1.468450029e+05 2.1e-03 1880.66
34 4.2e+00 4.0e-01 4.8e+01 1.85e+00 1.460732052e+05 1.467783119e+05 2.1e-03 1931.69
35 4.0e+00 3.8e-01 4.4e+01 1.85e+00 1.406126441e+05 1.412659439e+05 2.0e-03 1994.94
36 4.0e+00 3.7e-01 4.3e+01 1.80e+00 1.397063903e+05 1.403509424e+05 2.0e-03 2045.95
37 4.0e+00 3.7e-01 4.3e+01 1.79e+00 1.396617154e+05 1.403058344e+05 2.0e-03 2097.39
38 3.5e+00 3.3e-01 3.5e+01 1.79e+00 1.284062700e+05 1.289417997e+05 1.7e-03 2164.97
39 3.5e+00 3.2e-01 3.4e+01 1.69e+00 1.270488817e+05 1.275704836e+05 1.7e-03 2215.73
40 3.3e+00 3.1e-01 3.2e+01 1.67e+00 1.246272953e+05 1.251238401e+05 1.6e-03 2279.80
41 3.3e+00 3.1e-01 3.1e+01 1.64e+00 1.233983572e+05 1.238819892e+05 1.6e-03 2344.08
42 3.0e+00 2.8e-01 2.7e+01 1.63e+00 1.184396706e+05 1.188706973e+05 1.5e-03 2408.39
43 2.9e+00 2.7e-01 2.6e+01 1.57e+00 1.170298283e+05 1.174452454e+05 1.4e-03 2472.76
44 2.8e+00 2.6e-01 2.4e+01 1.55e+00 1.147789515e+05 1.151691910e+05 1.4e-03 2536.94
45 2.5e+00 2.4e-01 2.0e+01 1.52e+00 1.112758054e+05 1.116265374e+05 1.3e-03 2601.03
46 2.4e+00 2.2e-01 1.9e+01 1.47e+00 1.092393837e+05 1.095662036e+05 1.2e-03 2667.09
47 2.2e+00 2.1e-01 1.6e+01 1.44e+00 1.065563870e+05 1.068513982e+05 1.1e-03 2731.47
48 2.0e+00 1.9e-01 1.4e+01 1.40e+00 1.042211682e+05 1.044879148e+05 1.0e-03 2792.20
49 1.9e+00 1.8e-01 1.3e+01 1.36e+00 1.032094837e+05 1.034637880e+05 9.6e-04 2860.95
50 1.7e+00 1.6e-01 1.1e+01 1.35e+00 1.006290998e+05 1.008521479e+05 8.6e-04 2933.00
51 1.6e+00 1.5e-01 9.5e+00 1.30e+00 9.888516326e+04 9.908681281e+04 7.8e-04 3002.41
52 1.5e+00 1.4e-01 8.8e+00 1.28e+00 9.799981940e+04 9.819052931e+04 7.4e-04 3075.81
53 1.4e+00 1.3e-01 7.6e+00 1.26e+00 9.656658263e+04 9.673966077e+04 6.8e-04 3135.26
54 1.3e+00 1.2e-01 6.9e+00 1.24e+00 9.563218870e+04 9.579389136e+04 6.4e-04 3195.05
55 1.2e+00 1.1e-01 6.3e+00 1.22e+00 9.478244641e+04 9.493379985e+04 6.0e-04 3254.06
56 1.1e+00 1.1e-01 5.7e+00 1.21e+00 9.398843106e+04 9.413019040e+04 5.7e-04 3313.58
57 1.0e+00 9.7e-02 4.8e+00 1.19e+00 9.274245135e+04 9.286916469e+04 5.1e-04 3372.51
58 9.7e-01 9.1e-02 4.3e+00 1.17e+00 9.204139968e+04 9.215961848e+04 4.8e-04 3432.25
59 9.0e-01 8.4e-02 3.9e+00 1.16e+00 9.132432415e+04 9.143385971e+04 4.5e-04 3489.50
60 8.5e-01 8.0e-02 3.5e+00 1.15e+00 9.080618451e+04 9.090948150e+04 4.2e-04 3545.31
61 7.9e-01 7.4e-02 3.1e+00 1.14e+00 9.018361871e+04 9.027940354e+04 3.9e-04 3602.31
62 7.5e-01 7.0e-02 2.9e+00 1.13e+00 8.973516374e+04 8.982553229e+04 3.7e-04 3659.26
63 7.2e-01 6.7e-02 2.7e+00 1.12e+00 8.936647783e+04 8.945239933e+04 3.5e-04 3718.84
64 5.7e-01 5.4e-02 1.8e+00 1.11e+00 8.771607387e+04 8.778424619e+04 2.8e-04 3778.55
65 5.7e-01 5.3e-02 1.8e+00 1.09e+00 8.768400909e+04 8.775178503e+04 2.8e-04 3828.19
66 5.4e-01 5.1e-02 1.7e+00 1.09e+00 8.737635576e+04 8.744032753e+04 2.7e-04 3923.61
67 5.1e-01 4.8e-02 1.5e+00 1.08e+00 8.710479810e+04 8.716540799e+04 2.5e-04 3973.23
68 4.8e-01 4.5e-02 1.4e+00 1.08e+00 8.675413405e+04 8.681040889e+04 2.4e-04 4023.63
69 4.4e-01 4.2e-02 1.2e+00 1.07e+00 8.643168588e+04 8.648398192e+04 2.2e-04 4073.25
70 4.3e-01 4.0e-02 1.2e+00 1.06e+00 8.627793217e+04 8.632831950e+04 2.1e-04 4124.09
71 4.0e-01 3.7e-02 1.0e+00 1.06e+00 8.597414191e+04 8.602076848e+04 2.0e-04 4173.44
72 3.6e-01 3.4e-02 8.9e-01 1.06e+00 8.564944964e+04 8.569206937e+04 1.8e-04 4222.23
73 3.5e-01 3.2e-02 8.3e-01 1.05e+00 8.548981417e+04 8.553047194e+04 1.7e-04 4271.83
74 3.2e-01 3.0e-02 7.3e-01 1.05e+00 8.525294696e+04 8.529069459e+04 1.6e-04 4320.83
75 3.0e-01 2.8e-02 6.5e-01 1.04e+00 8.501563313e+04 8.505046758e+04 1.5e-04 4369.84
76 2.8e-01 2.6e-02 5.8e-01 1.04e+00 8.482846373e+04 8.486100011e+04 1.4e-04 4418.70
77 2.6e-01 2.4e-02 5.2e-01 1.04e+00 8.463034879e+04 8.466043898e+04 1.3e-04 4468.02
78 2.4e-01 2.3e-02 4.6e-01 1.03e+00 8.447153506e+04 8.449966106e+04 1.2e-04 4518.28
79 2.2e-01 2.1e-02 4.0e-01 1.03e+00 8.426366305e+04 8.428919564e+04 1.1e-04 4567.89
80 2.1e-01 1.9e-02 3.6e-01 1.03e+00 8.414593069e+04 8.416998216e+04 1.0e-04 4617.14
81 2.0e-01 1.8e-02 3.3e-01 1.02e+00 8.404011237e+04 8.406282560e+04 9.7e-05 4666.30
82 1.8e-01 1.7e-02 3.0e-01 1.02e+00 8.392656890e+04 8.394784448e+04 9.1e-05 4715.69
83 1.6e-01 1.5e-02 2.4e-01 1.02e+00 8.371449196e+04 8.373307610e+04 7.9e-05 4765.14
84 1.5e-01 1.4e-02 2.1e-01 1.02e+00 8.360686382e+04 8.362406744e+04 7.3e-05 4814.20
85 1.4e-01 1.3e-02 1.9e-01 1.02e+00 8.349942934e+04 8.351525740e+04 6.8e-05 4863.63
86 1.3e-01 1.2e-02 1.7e-01 1.01e+00 8.340749219e+04 8.342213875e+04 6.3e-05 4913.55
87 1.2e-01 1.1e-02 1.5e-01 1.01e+00 8.334191003e+04 8.335570650e+04 5.9e-05 4962.11
88 1.1e-01 1.0e-02 1.3e-01 1.01e+00 8.325000026e+04 8.326260018e+04 5.4e-05 5011.39
89 1.0e-01 9.6e-03 1.2e-01 1.01e+00 8.319258584e+04 8.320444077e+04 5.1e-05 5060.69
90 1.0e-01 9.4e-03 1.2e-01 1.01e+00 8.317321179e+04 8.318481327e+04 5.0e-05 5109.86
91 9.6e-02 9.0e-03 1.1e-01 1.01e+00 8.313458599e+04 8.314568185e+04 4.7e-05 5159.03
92 8.9e-02 8.3e-03 9.4e-02 1.01e+00 8.306820914e+04 8.307843561e+04 4.4e-05 5208.41
93 8.3e-02 7.7e-03 8.5e-02 1.01e+00 8.301676815e+04 8.302631189e+04 4.1e-05 5257.69
94 8.2e-02 7.7e-03 8.4e-02 1.01e+00 8.301406685e+04 8.302357492e+04 4.1e-05 5307.25
95 8.2e-02 7.7e-03 8.4e-02 1.01e+00 8.301303246e+04 8.302252687e+04 4.1e-05 5356.83
96 8.2e-02 7.7e-03 8.4e-02 1.01e+00 8.301069784e+04 8.302016141e+04 4.0e-05 5406.31
97 8.2e-02 7.7e-03 8.3e-02 1.01e+00 8.301059284e+04 8.302005502e+04 4.0e-05 5456.00
98 7.1e-02 6.7e-03 6.7e-02 1.01e+00 8.291944446e+04 8.292768330e+04 3.5e-05 5514.95
99 6.9e-02 6.5e-03 6.4e-02 1.01e+00 8.290118794e+04 8.290918289e+04 3.4e-05 5564.27
100 6.9e-02 6.4e-03 6.4e-02 1.01e+00 8.289760339e+04 8.290555042e+04 3.4e-05 5613.89
101 6.9e-02 6.4e-03 6.3e-02 1.01e+00 8.289559683e+04 8.290351701e+04 3.4e-05 5662.73
102 6.9e-02 6.4e-03 6.3e-02 1.01e+00 8.289546537e+04 8.290338380e+04 3.4e-05 5712.27
103 6.1e-02 5.7e-03 5.3e-02 1.01e+00 8.283077241e+04 8.283782473e+04 3.0e-05 5766.08
104 6.0e-02 5.6e-03 5.2e-02 1.00e+00 8.282411850e+04 8.283108027e+04 3.0e-05 5814.88
105 5.9e-02 5.5e-03 5.0e-02 1.00e+00 8.281213311e+04 8.281893178e+04 2.9e-05 5864.06
106 5.1e-02 4.7e-03 3.9e-02 1.00e+00 8.274453086e+04 8.275038618e+04 2.5e-05 5918.42
107 5.0e-02 4.7e-03 3.9e-02 1.00e+00 8.273891427e+04 8.274469154e+04 2.5e-05 5967.34
108 5.0e-02 4.7e-03 3.8e-02 1.00e+00 8.273812471e+04 8.274389100e+04 2.5e-05 6016.50
109 4.6e-02 4.3e-03 3.4e-02 1.00e+00 8.270774028e+04 8.271307698e+04 2.3e-05 6074.16
110 4.6e-02 4.3e-03 3.4e-02 1.00e+00 8.270487249e+04 8.271016918e+04 2.3e-05 6124.06
111 4.6e-02 4.3e-03 3.4e-02 1.00e+00 8.270479356e+04 8.271008915e+04 2.3e-05 6173.16
112 4.1e-02 3.8e-03 2.8e-02 1.00e+00 8.266378632e+04 8.266850264e+04 2.0e-05 6226.83
113 4.0e-02 3.8e-03 2.7e-02 1.00e+00 8.265926911e+04 8.266392183e+04 2.0e-05 6275.78
114 4.0e-02 3.8e-03 2.7e-02 1.00e+00 8.265743002e+04 8.266205685e+04 2.0e-05 6324.48
115 3.7e-02 3.4e-03 2.3e-02 1.00e+00 8.262824627e+04 8.263245423e+04 1.8e-05 6380.06
116 3.6e-02 3.4e-03 2.3e-02 1.00e+00 8.262691295e+04 8.263110203e+04 1.8e-05 6429.58
117 3.3e-02 3.1e-03 2.0e-02 1.00e+00 8.260344188e+04 8.260729444e+04 1.7e-05 6525.48
118 3.1e-02 2.9e-03 1.8e-02 1.00e+00 8.258138452e+04 8.258491882e+04 1.5e-05 6575.05
119 3.0e-02 2.8e-03 1.7e-02 1.00e+00 8.257430139e+04 8.257773192e+04 1.5e-05 6624.91
120 2.8e-02 2.6e-03 1.5e-02 1.00e+00 8.255713889e+04 8.256031812e+04 1.4e-05 6674.23
121 2.5e-02 2.4e-03 1.3e-02 1.00e+00 8.253868682e+04 8.254159209e+04 1.2e-05 6723.78
122 2.2e-02 2.1e-03 1.1e-02 1.00e+00 8.251679463e+04 8.251937027e+04 1.1e-05 6773.05
123 2.1e-02 1.9e-03 9.8e-03 1.00e+00 8.250521308e+04 8.250761322e+04 1.0e-05 6822.52
124 1.9e-02 1.8e-03 8.6e-03 1.00e+00 8.249279573e+04 8.249500834e+04 9.5e-06 6871.97
125 1.9e-02 1.7e-03 8.3e-03 1.00e+00 8.248885478e+04 8.249100710e+04 9.2e-06 6921.11
126 1.6e-02 1.5e-03 6.6e-03 1.00e+00 8.247013138e+04 8.247199046e+04 8.0e-06 6970.42
127 1.4e-02 1.4e-03 5.5e-03 1.00e+00 8.245763068e+04 8.245929421e+04 7.1e-06 7019.69
128 1.3e-02 1.2e-03 4.8e-03 1.00e+00 8.244776068e+04 8.244926839e+04 6.5e-06 7069.19
129 1.1e-02 1.0e-03 3.7e-03 1.00e+00 8.243373765e+04 8.243501781e+04 5.5e-06 7119.94
130 1.1e-02 9.8e-04 3.4e-03 1.00e+00 8.242955622e+04 8.243076783e+04 5.2e-06 7170.25
131 9.3e-03 8.7e-04 2.8e-03 1.00e+00 8.242105040e+04 8.242212228e+04 4.6e-06 7219.64
132 8.6e-03 8.0e-04 2.5e-03 1.00e+00 8.241592844e+04 8.241691419e+04 4.2e-06 7269.42
133 7.6e-03 7.1e-04 2.1e-03 1.00e+00 8.240953619e+04 8.241041467e+04 3.8e-06 7318.61
134 6.9e-03 6.5e-04 1.8e-03 1.00e+00 8.240478018e+04 8.240557712e+04 3.4e-06 7368.55
135 6.4e-03 6.0e-04 1.6e-03 1.00e+00 8.240156477e+04 8.240230651e+04 3.2e-06 7420.23
136 5.7e-03 5.3e-04 1.3e-03 1.00e+00 8.239668835e+04 8.239734366e+04 2.8e-06 7469.52
137 5.2e-03 4.8e-04 1.1e-03 1.00e+00 8.239321035e+04 8.239380374e+04 2.5e-06 7519.17
138 4.6e-03 4.3e-04 9.4e-04 1.00e+00 8.238960788e+04 8.239013676e+04 2.3e-06 7568.94
139 4.1e-03 3.8e-04 7.8e-04 1.00e+00 8.238636698e+04 8.238683600e+04 2.0e-06 7617.88
140 3.8e-03 3.6e-04 7.1e-04 1.00e+00 8.238479999e+04 8.238523996e+04 1.9e-06 7667.42
141 3.3e-03 3.1e-04 5.6e-04 1.00e+00 8.238152342e+04 8.238190230e+04 1.6e-06 7717.23
142 2.8e-03 2.6e-04 4.3e-04 1.00e+00 8.237850527e+04 8.237882598e+04 1.4e-06 7766.22
143 2.6e-03 2.4e-04 3.9e-04 1.00e+00 8.237748469e+04 8.237778557e+04 1.3e-06 7815.70
144 2.2e-03 2.0e-04 2.9e-04 1.00e+00 8.237483894e+04 8.237508695e+04 1.1e-06 7865.91
145 2.0e-03 1.8e-04 2.5e-04 1.00e+00 8.237366644e+04 8.237389117e+04 9.6e-07 7915.05
146 1.6e-03 1.5e-04 1.8e-04 1.00e+00 8.237142376e+04 8.237160254e+04 7.7e-07 7964.23
147 1.5e-03 1.4e-04 1.6e-04 1.00e+00 8.237094448e+04 8.237111338e+04 7.2e-07 8014.19
148 1.2e-03 1.1e-04 1.2e-04 1.00e+00 8.236941382e+04 8.236955014e+04 5.8e-07 8063.13
149 1.0e-03 9.8e-05 9.7e-05 1.00e+00 8.236867900e+04 8.236879948e+04 5.2e-07 8113.72
150 8.6e-04 8.0e-05 7.1e-05 9.99e-01 8.236769196e+04 8.236779067e+04 4.2e-07 8208.86
151 6.5e-04 6.1e-05 4.7e-05 9.99e-01 8.236662412e+04 8.236669872e+04 3.2e-07 8258.00
152 6.1e-04 5.7e-05 4.3e-05 1.00e+00 8.236644252e+04 8.236651297e+04 3.0e-07 8307.34
153 5.6e-04 5.2e-05 3.7e-05 1.00e+00 8.236618595e+04 8.236625040e+04 2.8e-07 8356.80
154 4.5e-04 4.2e-05 2.6e-05 1.00e+00 8.236562746e+04 8.236567888e+04 2.2e-07 8406.34
155 3.3e-04 3.1e-05 1.6e-05 1.00e+00 8.236505376e+04 8.236509140e+04 1.6e-07 8455.50
156 3.1e-04 2.9e-05 1.5e-05 1.00e+00 8.236498963e+04 8.236502569e+04 1.5e-07 8505.06
157 2.5e-04 2.3e-05 1.1e-05 1.00e+00 8.236469702e+04 8.236472577e+04 1.2e-07 8554.73
158 1.8e-04 1.7e-05 6.6e-06 1.00e+00 8.236438430e+04 8.236440511e+04 8.9e-08 8605.19
159 1.5e-04 1.4e-05 5.2e-06 1.00e+00 8.236426412e+04 8.236428178e+04 7.6e-08 8655.17
160 1.3e-04 1.3e-05 4.2e-06 1.00e+00 8.236417705e+04 8.236419239e+04 6.6e-08 8705.06
161 1.1e-04 1.0e-05 3.1e-06 1.00e+00 8.236407657e+04 8.236408919e+04 5.4e-08 8755.50
162 9.7e-05 9.2e-06 2.6e-06 1.00e+00 8.236402448e+04 8.236403568e+04 4.8e-08 8805.81
163 8.4e-05 7.9e-06 2.1e-06 1.00e+00 8.236396824e+04 8.236397789e+04 4.1e-08 8855.58
164 7.2e-05 6.8e-06 1.6e-06 1.00e+00 8.236391956e+04 8.236392783e+04 3.5e-08 8905.53
165 5.5e-05 5.2e-06 1.1e-06 1.00e+00 8.236385051e+04 8.236385682e+04 2.7e-08 8954.47
166 4.7e-05 4.4e-06 8.5e-07 1.00e+00 8.236381829e+04 8.236382366e+04 2.3e-08 9004.17
167 3.7e-05 3.4e-06 5.9e-07 1.00e+00 8.236377834e+04 8.236378254e+04 1.8e-08 9054.92
168 2.7e-05 2.6e-06 3.8e-07 1.00e+00 8.236374240e+04 8.236374554e+04 1.3e-08 9105.38
169 1.9e-05 1.8e-06 2.1e-07 1.00e+00 8.236371003e+04 8.236371217e+04 9.2e-09 9200.51
170 1.8e-05 1.8e-06 2.0e-07 1.00e+00 8.236370663e+04 8.236370866e+04 8.7e-09 9255.34
171 1.8e-05 1.8e-06 2.0e-07 1.00e+00 8.236370663e+04 8.236370866e+04 8.7e-09 9312.16
172 1.8e-05 1.8e-06 2.0e-07 1.00e+00 8.236370663e+04 8.236370866e+04 8.7e-09 9369.98
173 1.8e-05 1.8e-06 2.0e-07 1.00e+00 8.236370662e+04 8.236370866e+04 8.7e-09 9427.22
Optimizer terminated. Time: 9487.22

Interior-point solution summary
Problem status : UNKNOWN
Solution status : UNKNOWN
Primal. obj: 8.2363706624e+04 nrm: 2e+03 Viol. con: 1e-07 var: 3e-07 cones: 7e-06
Dual. obj: 8.2363708663e+04 nrm: 4e+01 Viol. con: 0e+00 var: 2e-03 cones: 0e+00
Optimizer summary
Optimizer - time: 9487.22
Interior-point - iterations : 174 time: 9487.14
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: Failed
Optimal value (cvx_optval): NaN

Well, if you look at the solution summary

Primal. obj: 8.2363706624e+04 nrm: 2e+03 Viol. con: 1e-07 var: 3e-07 cones: 7e-06
Dual. obj: 8.2363708663e+04 nrm: 4e+01 Viol. con: 0e+00 var: 2e-03 cones: 0e+00

you get a fairly accurate solution.

I can see MOSEK choose dualize that might be a wrong decision in this case.