Error with mosek

[Wobbegong]

I'm trying to solve some simple SDPs and QPs using Mosek, but I get some errors. They seem to be related to the formatting of mosek's problem or parameters.

Version information:

Yalmip: 20130405 

MOSEK Version 7.0.0.70 (Build date: 2013-6-10 08:23:03)

MATLAB: 8.0.0.783 (R2012b)

As far as I know, they are all straightforward installation.

Yalmip works fine with Sedumi.

Mosek toolbox demos work fine (include QP and SDP).

E.g. the following problem.

x = sdpvar(3,1)

F = [sum(x) == 1]

ys = sdpsettings('solver','mosek','debug',1);

solvesdp(F,norm(x),ys)

Works fine with other solvers, but with Mosek creates the output:

Linear matrix variable 3x1 (full, real, 3 variables)

+++++++++++++++++++++++++++++++++++++++++++++++++++

|   ID|      Constraint|                      Type|

+++++++++++++++++++++++++++++++++++++++++++++++++++

|   #1|   Numeric value|   Equality constraint 1x1|

+++++++++++++++++++++++++++++++++++++++++++++++++++

ERROR - (linprog): Invalid input argument; problem must be a structure.

ERROR - (bintprog): Invalid input argument; problem must be a structure.

*** Error(1200): param.param

Return code - 1200 [MSK_RES_ERR_IN_ARGUMENT] [A function argument is incorrect.]

One or more output arguments not assigned during call to "mosekopt".

Error in callmosek>call_mosek_lpqp (line 181)

    [r,res] = mosekopt('minimize',prob,param);

Error in callmosek (line 32)

    [x,D_struc,problem,res,solvertime,prob] =

    call_mosek_lpqp(options,F_struc,c,Q,K,ub,lb,mt,linear_variables,integer_variables,x0);

Error in solvesdp (line 355)

    eval(['output = ' solver.call '(interfacedata);']);

Any help would be greatly appreciated!

[Johan Löfberg]

Mail discussion reveals that the crash appears to have been caused by a weird bug in Matlab 2012b on linux, appearing when a particularily named file was in the path. Not directly a bug in neither YALMIP nor Mosek.

The error messages were however related to an issue in Mosek/YALMIP, which have been fixed for the next release.

[George Stathopoulos]

Hello,

Very same problem encountered. Mosek examples work fine, yalmip works with Sedumi. But SDPs or anything else won't solve with mosek through yalmip...

I am on Mac OS 10.8.4 and have tested several combinations of Yalmip/mosek.
MOSEK Version 7.0.0.70 and 7.0.0.72
Matlab R2013a 8.1.0.604
Yalmip release 20130405

Two collegues of mine run mosek+yalmip on R2012a and one of them has the same problem.

Do you have any new information on that issue ?

Thanks,

[Johan Löfberg]

The problems above were caused by a file called temp.m being in the path (very obscure bug, defensively coding around that in the next version of YALMIP). See if you have the same situation.

which temp -all

[Mahdi Gh]

Hi Johan, 

I have given a SDP to Yalmip and set Yalmip to solve the SDP with Mosek. However, the solution quality of Mosek doesn't seem good. So I would like to send my SDP to Mosek team for their advises. Please let me know how can I save my model in Yalmip, in a format that is readable by Mosek team? 

[Johan Löfberg]

https://yalmip.github.io/solver/mosek/

[Joachim Dahl]

Please upgrade to MOSEK 8.0 first, before filling a bug-report.