Save intermediate parameter

I will use MOSEK to run a mixed integer problem. I would like to save the intermediate solutions as the optimization is going on (between the cvx_begin and cvx_end lines). Is this possible? Thanks…

I do not believe so, no. This would be a solver-specific functionality if it were true.

Also see the answer by MOSEK CEO and chief scientist Erling Andersen at Plotting and Saving of all values on each iteration .

It is possible if you use our lower level optimizer API. I mean you can get the integer feasible solutions.

The post Mark refer to is about continuous problems.