Maximum number of SDP vars in Mosek SDP solver

[Max K]

Hi,

with my optimization problem, I seem to run into a hard limit of maximal allowed number of constraints and sdp variables to be solved. Is there a software / hardware limit on size of the problem, which is known?

Thanks a lot! 

[Michal Adamaszek]

Details may depend a bit on which interface and programming language you are using but generally the theoretical maximum for most kinds of objects is 2^31. However you are likely to run out of RAM before that. How big is your problem?

Michal

[Max K]

Thanks. My problem has 9.300 sdp variables and a bunch of constraints. If I minimize the problem down to 1.100 sdp variables the solver can find a solution, but with the more specific case it just returns NaN's. I am also quite sure, that the bigger problem has a solution, as I only change the dimension to include more information, which therefore is closer to the original problem, which has a solution.

[Michal Adamaszek]

Please post the full log output from solving both problems.