Hi all,
I do not know whether CVXOPT is still maintained. If it is, the developers may want to consider this potential bug that I found in msk.py of CVXOPT version 1.1.9, line 171:
x, z = n*[ 0.0 ], n*[ 0.0 ]
Instead it should read
x, z = n*[ 0.0 ], m*[ 0.0 ]
because
x
is the solution to the primal (which has dimension
n
) and
z
is the solution to the dual (which has dimension
m
). The error leads to an exception
ValueError: Array argument values has wrong length
in
task.getsolutionslice(mosek.soltype.bas, mosek.solitem.suc, 0, m, z)
a few lines below. Applying my suggested change makes the program run without problems.
I did not find a bug tracker and hope that this is the right place to post my observation.
Thanks for providing CVXOPT!
Sam