I got a falied from mosek and these terms from the output :
Primal. obj: -1.9773600018e+02 nrm: 9e+05 Viol. con: 2e-03 var: 5e-05 cones: 2e-07
Dual. obj: -2.0106543498e+02 nrm: 3e+06 Viol. con: 0e+00 var: 1e-02 cones: 0e+00
what does each term mean respectively? Is there any instructions or official documents? I remember they are important and mean something to why I failed. Thank you.
Complete output is the following, the code and related data for reproducing are too many so I omit it here for the moment :
Calling Mosek_2 9.3.10: 114587 variables, 42294 equality constraints
For improved efficiency, Mosek_2 is solving the dual problem.
------------------------------------------------------------
MOSEK Version 9.3.10 (Build date: 2021-11-5 08:42:07)
Copyright (c) MOSEK ApS, Denmark. WWW: mosek.com
Platform: Windows/64-X86
MOSEK warning 710: #2 (nearly) zero elements are specified in sparse col '' (22) of matrix 'A'.
MOSEK warning 710: #2 (nearly) zero elements are specified in sparse col '' (26) of matrix 'A'.
MOSEK warning 710: #2 (nearly) zero elements are specified in sparse col '' (34) of matrix 'A'.
MOSEK warning 710: #2 (nearly) zero elements are specified in sparse col '' (38) of matrix 'A'.
MOSEK warning 710: #2 (nearly) zero elements are specified in sparse col '' (89) of matrix 'A'.
MOSEK warning 710: #2 (nearly) zero elements are specified in sparse col '' (96) of matrix 'A'.
MOSEK warning 710: #4 (nearly) zero elements are specified in sparse col '' (102) of matrix 'A'.
MOSEK warning 710: #2 (nearly) zero elements are specified in sparse col '' (161) of matrix 'A'.
MOSEK warning 710: #2 (nearly) zero elements are specified in sparse col '' (191) of matrix 'A'.
MOSEK warning 710: #2 (nearly) zero elements are specified in sparse col '' (259) of matrix 'A'.
Warning number 710 is disabled.
Problem
Name :
Objective sense : min
Type : CONIC (conic optimization problem)
Constraints : 42294
Cones : 32796
Scalar variables : 114587
Matrix variables : 0
Integer variables : 0
Optimizer started.
Presolve started.
Linear dependency checker started.
Linear dependency checker terminated.
Eliminator started.
Freed constraints in eliminator : 8259
Eliminator terminated.
Eliminator started.
Freed constraints in eliminator : 0
Eliminator terminated.
Eliminator - tries : 2 time : 0.00
Lin. dep. - tries : 1 time : 0.02
Lin. dep. - number : 0
Presolve terminated. Time: 0.09
Problem
Name :
Objective sense : min
Type : CONIC (conic optimization problem)
Constraints : 42294
Cones : 32796
Scalar variables : 114587
Matrix variables : 0
Integer variables : 0
Optimizer - threads : 2
Optimizer - solved problem : the primal
Optimizer - Constraints : 27161
Optimizer - Cones : 32796
Optimizer - Scalar variables : 104678 conic : 102700
Optimizer - Semi-definite variables: 0 scalarized : 0
Factor - setup time : 0.13 dense det. time : 0.00
Factor - ML order time : 0.02 GP order time : 0.00
Factor - nonzeros before factor : 1.36e+05 after factor : 2.15e+05
Factor - dense dim. : 0 flops : 3.41e+06
ITE PFEAS DFEAS GFEAS PRSTATUS POBJ DOBJ MU TIME
0 6.3e+00 8.0e+04 1.3e+07 0.00e+00 1.331059216e+07 1.000000000e+02 1.0e+00 0.30
1 2.4e+00 3.1e+04 8.3e+06 -1.00e+00 1.330897248e+07 9.687700316e+01 3.8e-01 0.39
2 7.8e-01 9.9e+03 4.7e+06 -1.00e+00 1.330167313e+07 9.267974882e+01 1.2e-01 0.47
3 2.0e-01 2.5e+03 2.4e+06 -9.98e-01 1.327160125e+07 7.175950845e+01 3.1e-02 0.58
4 4.3e-02 5.4e+02 1.1e+06 -9.94e-01 1.312006044e+07 -3.241806244e+01 6.8e-03 0.66
5 2.7e-02 3.4e+02 8.4e+05 -9.69e-01 1.298682728e+07 -1.240213955e+02 4.2e-03 0.73
6 2.0e-02 2.5e+02 7.2e+05 -9.47e-01 1.286520018e+07 -2.075948139e+02 3.2e-03 0.83
7 1.5e-02 1.9e+02 6.1e+05 -9.26e-01 1.268105023e+07 -3.336795125e+02 2.3e-03 0.91
8 1.1e-02 1.4e+02 5.0e+05 -8.94e-01 1.239627729e+07 -5.277420702e+02 1.7e-03 1.02
9 7.9e-03 1.0e+02 4.2e+05 -8.43e-01 1.202248909e+07 -7.808909248e+02 1.3e-03 1.13
10 5.7e-03 7.3e+01 3.4e+05 -7.76e-01 1.148114643e+07 -1.144978748e+03 9.1e-04 1.22
11 3.8e-03 4.9e+01 2.5e+05 -6.82e-01 1.056884038e+07 -1.754043097e+03 6.1e-04 1.30
12 2.3e-03 2.9e+01 1.6e+05 -5.28e-01 9.016153753e+06 -2.782435178e+03 3.6e-04 1.41
13 9.1e-04 1.2e+01 6.4e+04 -2.78e-01 5.751997247e+06 -4.926730902e+03 1.4e-04 1.48
14 3.4e-04 4.3e+00 1.8e+04 2.26e-01 2.768937577e+06 -6.856223380e+03 5.4e-05 1.59
15 1.7e-04 2.2e+00 7.1e+03 6.26e-01 1.543973950e+06 -7.655757058e+03 2.7e-05 1.69
16 8.9e-05 1.1e+00 2.9e+03 7.41e-01 8.668271774e+05 -8.121214843e+03 1.4e-05 1.78
17 4.9e-05 6.2e-01 1.2e+03 8.79e-01 4.795169362e+05 -8.338844003e+03 7.8e-06 1.84
18 2.8e-05 3.5e-01 4.8e+02 1.05e+00 2.509434426e+05 -8.348247685e+03 4.4e-06 1.94
19 1.9e-05 2.4e-01 2.6e+02 1.19e+00 1.581705756e+05 -8.164427522e+03 3.0e-06 2.02
20 5.4e-06 6.9e-02 3.5e+01 1.23e+00 3.374670719e+04 -7.486274705e+03 8.6e-07 2.08
21 2.0e-06 2.5e-02 7.2e+00 1.28e+00 8.441633742e+03 -4.682895423e+03 3.1e-07 2.16
22 8.8e-07 1.1e-02 2.1e+00 1.12e+00 2.822921995e+03 -2.849435019e+03 1.4e-07 2.23
23 6.2e-07 7.8e-03 1.3e+00 1.04e+00 1.762526003e+03 -2.226828142e+03 9.8e-08 2.31
24 3.5e-07 4.4e-03 5.4e-01 1.01e+00 6.914179367e+02 -1.564673276e+03 5.5e-08 2.39
25 2.7e-07 3.4e-03 3.7e-01 9.64e-01 4.502420837e+02 -1.326305460e+03 4.3e-08 2.47
26 1.8e-07 2.3e-03 2.1e-01 9.49e-01 1.751109163e+02 -1.037342811e+03 2.9e-08 2.53
27 1.3e-07 1.6e-03 1.3e-01 9.24e-01 4.230483111e+01 -8.503873595e+02 2.1e-08 2.61
28 7.4e-08 9.4e-04 5.7e-02 9.06e-01 -1.101748433e+02 -6.396709760e+02 1.2e-08 2.69
29 4.4e-08 5.6e-04 2.7e-02 8.76e-01 -1.803825784e+02 -5.101300258e+02 7.0e-09 2.77
30 3.2e-08 2.0e-04 6.4e-03 8.53e-01 -2.321121572e+02 -3.606798217e+02 2.5e-09 2.83
31 1.5e-08 9.1e-05 2.0e-03 8.17e-01 -2.294953730e+02 -2.919029220e+02 1.1e-09 3.02
32 1.1e-08 6.5e-05 1.3e-03 7.98e-01 -2.255961036e+02 -2.727543663e+02 8.1e-10 3.20
33 6.1e-09 2.6e-05 3.4e-04 8.39e-01 -2.130353919e+02 -2.329304833e+02 3.3e-10 3.39
34 6.1e-09 2.6e-05 3.4e-04 9.05e-01 -2.130353919e+02 -2.329304833e+02 3.3e-10 3.72
35 3.5e-09 1.3e-05 1.2e-04 9.05e-01 -2.033698338e+02 -2.131838509e+02 1.6e-10 3.92
36 3.2e-09 1.2e-05 1.0e-04 9.50e-01 -2.024093815e+02 -2.114381767e+02 1.4e-10 4.13
37 2.9e-09 1.0e-05 8.7e-05 9.57e-01 -2.013544492e+02 -2.094874521e+02 1.3e-10 4.36
38 1.8e-09 6.6e-06 4.5e-05 9.63e-01 -1.982177126e+02 -2.034306941e+02 8.3e-11 4.58
39 1.3e-09 4.6e-06 2.6e-05 9.85e-01 -1.976827698e+02 -2.012820311e+02 5.7e-11 4.78
40 1.3e-09 4.6e-06 2.6e-05 1.00e+00 -1.976827698e+02 -2.012820311e+02 5.7e-11 5.13
41 1.3e-09 4.6e-06 2.6e-05 1.00e+00 -1.976827698e+02 -2.012820311e+02 5.7e-11 5.44
42 1.2e-09 4.3e-06 2.3e-05 1.00e+00 -1.977360002e+02 -2.010654350e+02 5.3e-11 5.67
43 1.2e-09 4.3e-06 2.3e-05 1.00e+00 -1.977360002e+02 -2.010654350e+02 5.3e-11 6.00
44 1.2e-09 4.3e-06 2.3e-05 1.00e+00 -1.977360002e+02 -2.010654350e+02 5.3e-11 6.33
Optimizer terminated. Time: 6.69
Interior-point solution summary
Problem status : UNKNOWN
Solution status : UNKNOWN
Primal. obj: -1.9773600018e+02 nrm: 9e+05 Viol. con: 2e-03 var: 5e-05 cones: 2e-07
Dual. obj: -2.0106543498e+02 nrm: 3e+06 Viol. con: 0e+00 var: 1e-02 cones: 0e+00
Optimizer summary
Optimizer - time: 6.69
Interior-point - iterations : 45 time: 6.67
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: Failed
Optimal value (cvx_optval): NaN