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Incorrect solution with conic problem #215
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Unfortunately I don't have access to Mosek. I assume that it works when removing
? |
The issue is that when you give starting values, Mosek gives 3 solutions:
where |
Mosek could maybe reorder its solutions to give the feasible ones first but this is also a bug in Juniper. It shouldn't assume that the feasible solution is always the first one when the status is |
Thanks for the clarification. Why does Mosek give infeasible "solutions"? But okay so I basically check how many solutions there are and then check their primal status to pick the first optimal one. I'll try to work this out this week and might ask you regarding testing as I can only check if it works with Ipopt. |
You might want to add tests with |
In fact you might not need to change anything in Juniper, I think you can assume that the first solution is the optimal one, see jump-dev/MathOptInterface.jl#1372 |
Thanks I'll follow the discussion there |
Closing because this was a bug in Mosek. |
With the following:
I get
So Juniper reports that it found a feasible solution but this solution violates both the
x == 1
constraint and the SOC constraint.The text was updated successfully, but these errors were encountered: