The objective matrix is a 490*490 large real PSD matrix. The detailed information of this problem is put up below. What reasons cause such an error? Are there some solutions to fix it?

cvx real affine expression (490x490 matrix, 120295 d.o.f.)

## Calling Mosek 9.1.9: 120814 variables, 78307 equality constraints

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 : 78307

Cones : 0

Scalar variables : 519

Matrix variables : 1

Integer variables : 0

Optimizer started.

Presolve started.

Linear dependency checker started.

Linear dependency checker terminated.

Eliminator started.

Freed constraints in eliminator : 0

Eliminator terminated.

Eliminator - tries : 1 time : 0.00

Lin. dep. - tries : 1 time : 0.02

Lin. dep. - number : 0

Presolve terminated. Time: 0.05

Problem

Name :

Objective sense : min

Type : CONIC (conic optimization problem)

Constraints : 78307

Cones : 0

Scalar variables : 519

Matrix variables : 1

Integer variables : 0

Optimizer - threads : 20

Optimizer - solved problem : the primal

Optimizer - Constraints : 78307

Optimizer - Cones : 0

Optimizer - Scalar variables : 519 conic : 0

Optimizer - Semi-definite variables: 1 scalarized : 120295

Factor - setup time : 1212.72 dense det. time : 0.00

Factor - ML order time : 798.44 GP order time : 0.00

Factor - nonzeros before factor : 3.07e+09 after factor : 3.07e+09

Factor - dense dim. : 0 flops : 1.60e+14

ITE PFEAS DFEAS GFEAS PRSTATUS POBJ DOBJ MU TIME

0 1.0e+00 1.8e+00 2.2e+00 0.00e+00 -3.200000000e+00 0.000000000e+00 1.0e+00 1213.17

Optimizer terminated. Time: 1234.91

Interior-point solution summary

Problem status : UNKNOWN

Solution status : UNKNOWN

Primal. obj: 0.0000000000e+00 nrm: 0e+00 Viol. con: 1e+00 var: 0e+00 barvar: 0e+00

Dual. obj: 0.0000000000e+00 nrm: 0e+00 Viol. con: 0e+00 var: 0e+00 barvar: 8e-01

Optimizer summary

Optimizer - time: 1234.91

Interior-point - iterations : 1 time: 1234.86

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

## Mosek error: MSK_RES_ERR_SPACE (Out of space.)

Status: Error

Optimal value (cvx_optval): NaN