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In Mosek's infeasibility white paper it mentions two formulae for infeasibility extraction, i.e.

  1. Without tolerance:

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  1. With tolerance:

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Among these, which formulae is used by Mosek?

If its the 2nd choice, how do we set the value of the Є tolerance?

pqrz
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    If you mean the infeasibility report printed in the log then it uses something in between, namely |y|>epsilon for some fixed epsilon that is not configurable. The infeasibility report is a simple helper tool for human debugging and is not intended to be sophisticated. Or do you mean something else? – Michal Adamaszek Jun 04 '21 at 06:17
  • Thanks you Michal! this answers the question. Yes, we indeed were referring to [infeasibility report printed in the log](http://docs.mosek.com/9.2/toolbox/debugging-infeas.html#:~:text=MOSEK%20PRIMAL%20INFEASIBILITY%20REPORT) – pqrz Jun 04 '21 at 07:23

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