CODEWITHSUNDEEP
pythonoptimizationcvxpymosek
pqrz
pqrz

Reputation: 143

Supported Problem types for Mosek Infeasibility Report

I was using Commercial Mosek via its Cvxpy interface. Specifically leveraging its infeasibility report feature for debugging of my infeasible problems.

Though it ran perfectly fine for sample LP problems but failed on MILP problems (i.e. no infeasibility report in the solver logs).

In the official documentation of Mosek [0], I couldn't find any specification on supported problem types for infeasibility report.

Kindly tell the supported problem types for infeasibility report.

(or does it work for all problem types?)

0 - https://docs.mosek.com/9.2/toolbox/debugging-infeas.html

Upvotes: 0

Views: 161

Answers (1)

ErlingMOSEK
ErlingMOSEK

Reputation: 454

The infeasibility report is based on Farkas Lemma as discussed in

https://docs.mosek.com/whitepapers/infeas.pdf

Since Farkas Lemma does not apply to MILPs, then this report is not available for MILPs.

Upvotes: 1

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