Response from mosek affected by non-model changes

I’ve been having some issues with some of my larger models (12000+ free variables) recently, where if I make a change that has no effect on the model (e.g. calling from a different script, making an inconsequential change to the high level script etc.), mosek returns unknown, or conversely is able to solve a model for which it previously returned unknown.

For the most recent instance, I tried comparing the two A-matrices and I believe they are different (In [16]: np.allclose(A1.todense(), A2.todense()) Out[16]: False), which makes sense if mosek is giving different responses.

Does anyone have any suggestions for how to better understand what is going on? And are there tolerances I can tune in mosek via GPkit?

[pgkirsch]

Wow ~40% speed-up on my largest test case, nice work @bqpd!

[bqpd]

oh, the one generated by the mosek_cli solve process! mskexpopt takes a file as input, so we solve by making a text file and then passing its location.

if you solve with solve("mosek_cli", path="/home/pgkirsch/") (or similar) it’ll generate the file at a more visible location and not delete it after solving.