MosekTools.jl
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retrieve solution when termination_status(model) = MathOptInterface.SLOW_PROGRESS
Hi,
I am trying to solve an SDP problem using JuMP+Mosek. The solver terminates with
ITE PFEAS DFEAS GFEAS PRSTATUS POBJ DOBJ MU TIME
0 1.1e+00 1.0e+00 1.0e+00 0.00e+00 1.000000000e+00 1.000000000e+00 1.0e+00 0.00
1 3.8e-01 3.5e-01 2.3e-01 5.30e-01 1.045240379e+00 1.057176508e+00 3.5e-01 0.00
2 1.6e-01 1.5e-01 1.0e-01 2.44e-01 1.030594117e+00 1.216796797e+00 1.5e-01 0.00
3 6.7e-02 6.2e-02 3.4e-02 2.75e-01 1.009269556e+00 1.151929356e+00 6.2e-02 0.01
4 3.6e-02 3.3e-02 2.5e-02 8.58e-02 1.015853624e+00 1.402753602e+00 3.3e-02 0.01
5 9.8e-03 9.0e-03 6.5e-03 -1.47e-01 1.005778137e+00 1.442817551e+00 9.0e-03 0.01
6 2.3e-03 2.1e-03 2.1e-03 -2.27e-01 1.002995182e+00 1.882748489e+00 2.1e-03 0.01
7 6.1e-04 5.6e-04 9.4e-04 -5.62e-01 1.002530789e+00 3.793440183e+00 5.6e-04 0.01
8 1.5e-04 1.3e-04 4.7e-04 -8.92e-01 1.002708189e+00 1.292989084e+01 1.3e-04 0.01
9 3.8e-05 3.5e-05 2.3e-04 -9.78e-01 1.002417191e+00 4.557452984e+01 3.5e-05 0.01
10 9.7e-06 8.9e-06 1.2e-04 -1.00e+00 1.002261444e+00 1.738859128e+02 8.9e-06 0.01
11 2.5e-06 2.3e-06 5.9e-05 -9.96e-01 1.002176008e+00 6.733929483e+02 2.3e-06 0.01
12 6.4e-07 5.8e-07 3.0e-05 -1.01e+00 1.002198714e+00 2.667069495e+03 5.8e-07 0.02
13 1.6e-07 1.5e-07 1.5e-05 -9.96e-01 1.002140216e+00 1.051271637e+04 1.5e-07 0.02
14 4.1e-08 3.8e-08 7.7e-06 -1.01e+00 1.002185416e+00 4.192762282e+04 3.8e-08 0.02
15 1.0e-08 9.5e-09 3.9e-06 -9.94e-01 1.002111802e+00 1.673395232e+05 9.5e-09 0.02
16 2.6e-09 2.4e-09 2.0e-06 -1.01e+00 1.002165375e+00 6.791268510e+05 2.4e-09 0.02
17 6.4e-10 5.8e-10 9.7e-07 -9.94e-01 1.002088309e+00 2.754515902e+06 5.8e-10 0.02
18 1.6e-10 1.4e-10 4.8e-07 -1.01e+00 1.002135697e+00 1.131472290e+07 1.4e-10 0.02
19 3.8e-11 3.5e-11 2.4e-07 -9.94e-01 1.002068682e+00 4.611588277e+07 3.5e-11 0.02
20 9.5e-12 8.7e-12 1.2e-07 -1.01e+00 1.002104026e+00 1.891178125e+08 8.7e-12 0.02
21 2.3e-12 2.2e-12 5.9e-08 -9.94e-01 1.002057982e+00 7.688155577e+08 2.1e-12 0.02
22 5.8e-13 5.5e-13 2.8e-08 -1.00e+00 1.002065203e+00 3.134996150e+09 5.3e-13 0.03
23 1.4e-13 1.4e-13 1.4e-08 -1.01e+00 1.001932559e+00 1.287692894e+10 1.3e-13 0.03
24 4.1e-14 4.0e-14 6.8e-09 -9.91e-01 1.002392858e+00 5.237257834e+10 3.2e-14 0.03
25 1.3e-14 1.8e-14 6.9e-10 -1.00e+00 1.002672928e+00 2.287471046e+11 7.3e-15 0.03
26 2.9e-15 1.6e-14 9.2e-10 -9.99e-01 1.002075172e+00 8.008735996e+11 2.1e-15 0.03
27 2.9e-15 1.6e-14 9.2e-10 -1.00e+00 1.002075172e+00 8.008735996e+11 2.1e-15 0.03
28 2.9e-15 1.6e-14 9.2e-10 -1.00e+00 1.002075172e+00 8.008735996e+11 2.1e-15 0.04
Optimizer terminated. Time: 0.04
termination_status(model) = MathOptInterface.SLOW_PROGRESS
primal_status(model) = MathOptInterface.NO_SOLUTION
raw_status(model) = "Mosek.MSK_RES_TRM_STALL"
However, I know the optimization is approaching optimality as the log indicates (the optimal value should be 1.0), can I still retrieve a feasible solution or the primal objective value in this case? I tried ``objective_value(model)'' to retrieve the primal objective value, but it is 0.0, not 1.0 (what I want).
Thank you very much!