aszekMosek

Sorry, I forgot that somehow. Since this is a linear problem the parameter names to use are ``` eps = 1 mosek_params = { #mosek.dparam.basis_tol_x: 1e-8, "MSK_DPAR_INTPNT_TOL_DFEAS": eps, "MSK_DPAR_INTPNT_TOL_PFEAS": eps,...

In the first model it only needs to factorize of a small matrix, and in the second a huge matrix. So the first one is closer to the direct conic...

@rileyjmurray I would just comment that it must be some approach that makes the user painfully aware that what they are getting is in the category "this could be arbitrarily...

Just for the sake of completeness, in MOSEK the option is called ``save_file``.

In my opinion your problem representation reads as (you have to look at ``b`` as well, the problem will be ``b-Ax\in seqence_of_domains``): ``` 1 - x1 - x2 == 0...

Unfortunately, your function belongs to the category "not known if it can be expressed using currently available cones" on our (maintained at Mosek) list of open problems in this area....