Monday, May 26, 2008

Mosek bug

Cplex needed a long time to solve the root node of an MIQCP model. I tried Mosek, but that gave

This is with version:

MOSEK Link May 1, 2008 22.7.2 WEX 3927.4799 WEI x86_64/MS Windows
M O S E K version (Build date: Jan 29 2008 13:47:58)
I sent it to GAMS for further investigation. This problem seems only to happen with the 64 bit version. The work around would be to use the 32 bit version.

1 comment:

  1. The Mosek people responded already. The model is non-convex and should be refused by both the 32 bit and the 64 bit version.

    Cplex reformulates some non-convex formulations into convex ones, especially when the quadratic variables are binary.