Which version of MOSEK is more compatible with cvx2.2 and MATLAB r2020b, or which version of MOSEK is more robust to the model? The solution of MOSEK 9.1.9 used before is very unstable.
They are all just as compatible. Just go for the latest 9.3 to get all the updates.
You might want to share code, log outputs and the like, then it may be easier to help with your issue. We don’t know what you are solving. We can only guess there is something extremely bad about the numerics of your model, or at least of the task sent to MOSEK by CVX, since in another post MOSEK complained about infinite bounds. Shuffling around between different solver versions is not likely to help here.
You may want to start in https://docs.mosek.com/latest/toolbox/debugging-tutorials.html, section 8.1, 8.2
Thanks for your reply!
Let me break the bad news to you. It is almost surely your model that has awful numerical properties.