Pro tip: Mosek and cvx_precision

Here is a pro tip.

DO NOT USE THE

cvx_precision

option when using Mosek. Period.

Mosek is designed so its default stopping criteria is the one that should be used.
Using a tighter tolerance will in the majority of cases not work.

If you need a tighter termination tolerance you should improve your model so it is not needed or use another optimizer. (Hint: Using another optimizer is unlikely to help.)

I hope @mcg will state this fact regarding Mosek in the manual next time he updates it.

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