Now I am trying to solve an SDP problem with about 30000 constraints and 20000 variables and I have implemented it in CVX with MOSEK solver. As I found that on the website, CVX has claimed to be slow on large scale SDP models, I wonder whether I can get the MOSEK model which CVX converts my implementation to? Thank you very much.
When I run a CVX program, it seems that actually the solving time printed by mosek is a small part compared with the preparation time of CVX. Does CVX use this time to convert matlab language to mosek model？ If so, can I get the model it converted?
All the time not spend by MOSEK is spend in CVX.