GAMS World Forum

We have released version 10.0.28 solve all 4 instances well.

Thanks Michael. Yesterday, I managed to backport the stuff in presolve that made the models solvable. You can see the result below which are quite good. We plan to release a new version 10.0 shortly. Latest v10 results: Interior-point solution summary Problem status : PRIMAL_AND_DUAL_FEASIBLE Soluti...

Thanks Michael. Yesterday, I managed to backport the stuff in presolve that made the models solvable. You can see the result below which are quite good. We plan to release a new version 10.0 shortly. The problems are somewhat numerically challenging. I observed the model seems to contain maximize so...

Btw Mosek chooses to solve the dual problem which seems to cause issues in 10.0. If you force Mosek to solve the primal problem it seems you get a decent solution. So you should set the parameter MSK_IPAR_SIM_SOLVE_FORM to force Mosek to solve the primal problem. See https://www.gams.com/latest/docs...

The problem you have is kind of nasty and v10.0 struggles with it. It does not solve your problem. One thing I can see is that the norm of the primal solution is quite large i.e. 2e7 and that is bad. However, the current development version of Mosek solves the problem quite OK as you can see below. ...

I posted a reply in the Mosek Google Group thread.

The question is cross-posted at

https://groups.google.com/g/mosek/c/-H4QZptSo80

(My best guess is that the conversion of the model to conic form is not correct.)

Erling

If the model is near infeasible then different optimizers may come to different conclusions.

In order to see if Mosek might be wrong about its conclusion, then it is a good idea to post the log output.

Mosek will automatically look for the license file at

~/mosek/mosek.lic

so no need to setup OS variables.

For future reference.

I do not think a license obtained from Mosek will allow you to use Mosek from GAMS.