The MOSEK Python optimizer API manual Version 7.0 (Revision 141)

Chapter 9
Usage guidelines
The purpose of this chapter is to present some general guidelines to follow when using MOSEK.
9.1 Verifying the results
The main purpose of MOSEK is to solve optimization problems and therefore the most fundamental
question to be asked is whether the solution reported by MOSEK is a solution to the desired
optimization problem.
There can be several reasons why it might be not case. The most prominent reasons are:
• A wrong problem. The problem inputted to MOSEK is simply not the right problem, i.e. some
of the data may have been corrupted or the model has been incorrectly built.
• Numerical issues. The problem is badly scaled or otherwise badly posed.
• Other reasons. E.g. not enough memory or an explicit user request to stop.
The first step in verifying that MOSEK reports the expected solution is to inspect the solution summary
generated by MOSEK. The solution summary provides information about
• the problem and solution statuses,
• objective value and infeasibility measures for the primal solution, and
• objective value and infeasibility measures for the dual solution, where applicable.
By inspecting the solution summary it can be verified that MOSEK produces a feasible solution, and, in
the continuous case, the optimality can be checked using the dual solution. Furthermore, the problem
itself ca be inspected using the problem analyzer discussed in section 13.1.
If the summary reports conflicting information (e.g. a solution status that does not match the actual
solution), or the cause for terminating the solver before a solution was found cannot be traced back to
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