I use the following with Gurobi.
cvx_solver_settings( ‘MIPGapAbs’, 1e-3,‘MIPGap’,1e-3,‘NumericFocus’,3)
What will be the replacement code with Mosek solver for the same settings?
I use the following with Gurobi.
cvx_solver_settings( ‘MIPGapAbs’, 1e-3,‘MIPGap’,1e-3,‘NumericFocus’,3)
What will be the replacement code with Mosek solver for the same settings?
For instance
cvx_solver_settings('MSK_DPAR_MIO_TOL_REL_GAP', 1e-3)
is the relative MIP gap. More about the MIP solver settings in Mosek in https://docs.mosek.com/9.2/toolbox/mip-optimizer.html#termination-criterion