Status: Solved Optimal value (cvx_optval): +0 would you give me any ideas on this please?

1

Calling Mosek 9.1.9: 95 variables, 27 equality constraints

MOSEK Version 9.1.9 (Build date: 2019-11-21 11:34:40)
Copyright (c) MOSEK ApS, Denmark. WWW: mosek.com
Platform: Windows/64-X86

MOSEK warning 710: #24 (nearly) zero elements are specified in sparse col ‘’ (0) of matrix ‘A’.
MOSEK warning 710: #24 (nearly) zero elements are specified in sparse col ‘’ (1) of matrix ‘A’.
MOSEK warning 710: #24 (nearly) zero elements are specified in sparse col ‘’ (2) of matrix ‘A’.
MOSEK warning 710: #24 (nearly) zero elements are specified in sparse col ‘’ (3) of matrix ‘A’.
MOSEK warning 710: #24 (nearly) zero elements are specified in sparse col ‘’ (4) of matrix ‘A’.
MOSEK warning 710: #24 (nearly) zero elements are specified in sparse col ‘’ (5) of matrix ‘A’.
MOSEK warning 710: #24 (nearly) zero elements are specified in sparse col ‘’ (6) of matrix ‘A’.
MOSEK warning 710: #24 (nearly) zero elements are specified in sparse col ‘’ (7) of matrix ‘A’.
MOSEK warning 710: #24 (nearly) zero elements are specified in sparse col ‘’ (10) of matrix ‘A’.
MOSEK warning 710: #24 (nearly) zero elements are specified in sparse col ‘’ (11) of matrix ‘A’.
Warning number 710 is disabled.
Problem
Name :
Objective sense : min
Type : LO (linear optimization problem)
Constraints : 27
Cones : 0
Scalar variables : 95
Matrix variables : 0
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 started.
Freed constraints in eliminator : 0
Eliminator terminated.
Eliminator - tries : 2 time : 0.00
Lin. dep. - tries : 1 time : 0.00
Lin. dep. - number : 0
Presolve terminated. Time: 0.00
Optimizer terminated. Time: 0.02

Interior-point solution summary
Problem status : PRIMAL_AND_DUAL_FEASIBLE
Solution status : OPTIMAL
Primal. obj: 0.0000000000e+00 nrm: 7e+05 Viol. con: 2e-21 var: 0e+00
Dual. obj: 0.0000000000e+00 nrm: 0e+00 Viol. con: 0e+00 var: 0e+00

Basic solution summary
Problem status : PRIMAL_AND_DUAL_FEASIBLE
Solution status : OPTIMAL
Primal. obj: 0.0000000000e+00 nrm: 7e+05 Viol. con: 2e-21 var: 0e+00
Dual. obj: 0.0000000000e+00 nrm: 0e+00 Viol. con: 0e+00 var: 0e+00
Optimizer summary
Optimizer - time: 0.02
Interior-point - iterations : 0 time: 0.02
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: Solved
Optimal value (cvx_optval): +0

Iteration 99, error7: 752271.536, Optimal value: 0
Reached maximum number of iterations.

2

The warnings seem to imply you have a problem with extremely small coefficients. But the solution is very good and found in presolve. That would suggest that you have defined a model with so small numbers that they are treated as zeros and your model trivializes in a way you did not intend. You should probably work on the scaling of your model and not be working on too small scale. The last message about iteration 99 suggests that you are running some iterative process, if you don’t have good control over what numbers from the previous iterations go into the next iterations then all bets are off. But that is just a guess given the information available.

On the side, install and use the latest Mosek 10.2 and not the 9.1 bundled with CVX. It will not solve your numerical issues but always better to stay up-to-date.

3

Thank you very much!