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

120 CHAPTER 9. USAGE GUIDELINES
the reasons stated above, it may be caused by a bug in the solver; in this case, please contact MOSEK
support.
9.1.1 Verifying primal feasibility
If it has been verified that MOSEK solves the problem correctly but the solution is still not as expected,
next step is to verify that the primal solution satisfies all the constraints. Hence, using the original
problem it must be determined whether the solution satisfies all the required constraints in the model.
For instance assume that the problem has the constraints
and MOSEK reports the optimal solution
x 1 + 2x 2 + x 3 ≤ 1,
x 1 , x 2 , x 3 ≥ 0
x 1 = x 2 = x 3 = 1.
Then clearly the solution violates the constraints. The most likely explanation is that the model does
not match the problem entered into MOSEK, for instance
may have been inputted instead of
x 1 − 2x 2 + x 3 ≤ 1
x 1 + 2x 2 + x 3 ≤ 1.
A good way to debug such an issue is to dump the problem to OPF file and check whether the violated
constraint has been specified correctly.
9.1.2 Verifying optimality
Verifying that a feasible solution is optimal can be harder. However, for continuous problems optimality
can verified using a dual solution. Normally, MOSEK will report a dual solution; if that is feasible
and has the same objective value as the primal solution, then the primal solution must be optimal.
An alternative method is to find another primal solution that has better objective value than the one
reported to MOSEK. If that is possible then either the problem is badly posed or there is bug in
MOSEK.
9.2 Turn on logging
While developing a new application it is recommended to turn on logging, so that error and diagnostics
messages are displayed. See example in section 5.2 for instructions on turning log output on. You
should also always cache and handle any exceptions thrown by MOSEK.
More log information can be obtained by modifying one or more of the parameters: