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Using mosek in cvxpy, I'm getting the error that the solver failed. Is there a way to recover the error code from Mosek? Cvxpy doesn't seem to provide it.

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1 Answers1

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Cvxpy ignores it. However, you can hack it by changing the line in mosek_coinf.py that does task.optimize and retrieving the response code according to https://docs.mosek.com/8.1/pythonapi/optimizer-task.html#mosek.task.optimize

Moreover, if you enable logging (verbose=True) then you should see from the solver log what happened.