2021年3月22日星期一

DPP problem doesn't get reused with MOSEK solver

When I use "SCS" as the solver and call .solve I receive the following output:

(CVXPY) Compiling problem (target solver=SCS).  (CVXPY) Reduction chain: Dcp2Cone -> CvxAttr2Constr -> ConeMatrixStuffing -> SCS  (CVXPY) Applying reduction Dcp2Cone  (CVXPY) Applying reduction CvxAttr2Constr  (CVXPY) Applying reduction ConeMatrixStuffing  (CVXPY) Applying reduction SCS  (CVXPY) Finished problem compilation (took 7.151e+00 seconds).  (CVXPY) (Subsequent compilations of this problem, using the same arguments, should take less time.)  

When I use "MOSEK", with the same problem the output changes to:

(CVXPY) Compiling problem (target solver=MOSEK).  (CVXPY) Reduction chain: Dcp2Cone -> CvxAttr2Constr -> ConeMatrixStuffing -> MOSEK  (CVXPY) Applying reduction Dcp2Cone  (CVXPY) Applying reduction CvxAttr2Constr  (CVXPY) Applying reduction ConeMatrixStuffing  (CVXPY) Applying reduction MOSEK  (CVXPY) Finished problem compilation (took 7.121e+00 seconds).  

Does that imply that reusing a DPP problem is not supported for MOSEK?

https://stackoverflow.com/questions/66757139/dpp-problem-doesnt-get-reused-with-mosek-solver March 23, 2021 at 12:05PM

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