Delayed Progress Output When Using MOSEK via YALMIP in MATLAB

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marek....@gmail.com

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Dec 18, 2024, 9:57:57 AM12/18/24
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Hello,

I'm experiencing an issue with MOSEK's progress display when running it through the YALMIP interface in MATLAB. While MOSEK does generate progress information for each iteration, the text appears to be buffered and only displays sporadically in the MATLAB command window. For example, I only see progress updates after approximately every 30 iterations (with the text containing information about all previous iterations as well).

Is there a way to configure MOSEK to display the progress information in real-time rather than having it buffered? I'd like to monitor the solver's progress more frequently as it runs.

(this may be related https://stackoverflow.com/questions/26271154/how-can-i-make-a-mex-function-printf-while-its-running)

Best regards,
Marek Tyburec

Michal Adamaszek

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Dec 18, 2024, 10:12:12 AM12/18/24
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The Toolbox employs all tricks required to get the log output as fast as possible without buffering. There is no more config to turn this up to the best of our knowledge.

If that still poses an issue then you can simultaneously send log to a file. You can add the option "log(name)" (see https://docs.mosek.com/latest/toolbox/reference.html#mosekopt ) in the place in Yalmip where it calls mosekopt.

If you can send your

* OS version
* Matlab version
* Mosek version
* problem type (continuous, MIP, conic,... )

then we can see if there is anything special going on that could explain it better.

Michal

Marek Tyburec

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Dec 18, 2024, 1:49:13 PM12/18/24
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Many thanks, 

I will try the file output as suggested.

Regarding my system: 
- Matlab 2023a
- Ubuntu 16.04 (I know, very old, but I do not have rights to upgrade it). Nevertheless, it also happens on my laptop with Ubuntu 22.04
- Mosek 10.2.2 (academic license) 
- Optimization problems: SDPs (Lasserre relaxations of polynomial optimization problems, typically quite large, for some of them the solution time can be a day and the output is written after half day of optimization - e.g. the 30 iterations mentioned earlier) 

Best regards, 

Marek Tyburec

Dne st 18. 12. 2024 16:12 uživatel 'Michal Adamaszek' via mosek <mo...@googlegroups.com> napsal:
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