What does this Mosek error mean?

Stall itself is not an error, it just explains the termination reason https://themosekblog.blogspot.com/2019/04/response-codes-and-statuses.html Of course it is not ideal for the solver to stall, but you can yourself evaluate if you are happy with this solution or not. As you can see the duality gap is a bit large but the overall solution looks not too bad https://docs.mosek.com/9.1/toolbox/debugging-log.html#continuous-problem.

Why not try latest Mosek 9.1.

As for the question “Is the optimal value correct?”. Any answer is always correct only up to some precision, and it is up to you if you are happy with that precision.

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