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We are formulating a optimization problem in Cvxpy and using Mosek solver.

Our problem happens to be infeasible.

Debugging of which, we require these two information from Mosek:

  1. Infeasibility Report: We are able to generate this perfectly.

  2. Certificate of Infeasibility: We are unable to get this.

Is there a way to also get the certificate of infeasibility, when using Mosek with Cvxpy?

pqrz
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    cvxpy does not provide this. – Michal Adamaszek Jun 11 '21 at 12:18
  • Cvxpy seems to be lacking a lot of important Mosek feature, Do you have a recommendation of a high-level modelling framework, which could possibly encompass all these important features? – pqrz Jun 11 '21 at 14:59
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    Note a lot of advanced stuff becomes easier if you work directly with a conic formulation. So you should switch a framework that works directly with cones and not directly with nonlinear functions that is translated to a conic formulation. We think Mosek Fusion is the best solution for that. – ErlingMOSEK Jun 14 '21 at 08:35

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