I encountered a confusing problem. I programmed a mixed integer second order cone problem in GAMS and used MOSEK to solve it. The SOC constraint is the equation (24a) in the following figure. The literature including this equation is attached as well. I knew that the SOC constraint should be in the standard format of SOC when I used the MOSEK solver. I then used auxiliary variables in the SOC constraint, and set the lower bound of all variables in the SOC constraint. However, the solver reminded me with:
I am very confused that variable aux_BS(1) belongs to which cone except for the mentioned SOC constraint? How can I resolve this error?Variable 'aux_BS(1)' (1729) is a member of cone '' (0). (*1307*)
*** mosekgms.c: 3258: MSK_GAMS_readtask: Error code MSK_RES_ERR_CONE_OVERLAP_APPEND (1307). The cone to be appended has one variable which is already member of another cone.
My code and necessary excel files are attached. Thanks in advance for your kindly help!