7.2 Errors and exceptions

Response codes

The function mosekopt and its variants return a response code (and its human-readable description), informing if optimization was performed correctly, and if not, what error occurred. The expected response, indicating successful execution, is always "MSK_RES_OK". Typical errors include:

• referencing a nonexisting variable (for example with too large index),

• incompatible dimensions of input data matrices,

• NaN in the input data,

• duplicate conic variable,

• error in the optimizer.

Some errors in data preprocessing, such as incorrect command or wrong parameter value will result in mosekopt exiting without assigning output; the error message will just be printed out. For this reason it may be a good idea to call mosekopt in a try-catch block. A full list of response codes, error, warning and termination codes can be found in the API reference. For example, the following code

prob.a = sparse(0,1);
prob.c = [NaN];
[r, res] = mosekopt('minimize', prob);
res

will produce as output:

res =

   rcode: 1470
    rmsg: 'The objective vector c contains an invalid value for variable '' (0).'
rcodestr: 'MSK_RES_ERR_NAN_IN_C'

Optimizer errors and warnings

The optimizer may also produce warning messages. They indicate non-critical but important events, that will not prevent solver execution, but may be an indication that something in the optimization problem might be improved. Warning messages are normally printed to a log stream (see Sec. 7.3 (Input/Output)). A typical warning is, for example:

MOSEK warning 53: A numerically large upper bound value  6.6e+09 is specified for constraint 'C69200' (46020).

Warnings can also be suppressed by setting the MSK_IPAR_MAX_NUM_WARNINGS parameter to zero, if they are well-understood.

Error and solution status handling example

Below is a source code example with a simple framework for handling major errors when assessing and retrieving the solution to a conic optimization problem.

Listing 7.2 Sample framework for checking optimization result. Click here to download.

function response(inputfile)

  cmd = sprintf('read(%s)', inputfile)
  % In this example we read the problem from file
  [r, res] = mosekopt(cmd)

  % Read was successful
  if strcmp(res.rcodestr, 'MSK_RES_OK')

      prob = res.prob;
      param = []

      % (Optionally) Uncomment the next line to get solution status Unknown
      % param.MSK_IPAR_INTPNT_MAX_ITERATIONS = 1

      % Perform the optimization.
      [r, res] = mosekopt('minimize', prob, param); 

      % Expected result: The solution status of the interior-point solution is optimal.

      % Check if we have non-error termination code or OK
      if isempty(strfind(res.rcodestr, 'MSK_RES_ERR'))
      
          solsta = strcat('MSK_SOL_STA_', res.sol.itr.solsta)

          if strcmp(solsta, 'MSK_SOL_STA_OPTIMAL')
              fprintf('An optimal interior-point solution is located:\n');
              res.sol.itr.xx;
              
          elseif strcmp(solsta, 'MSK_SOL_STA_DUAL_INFEASIBLE_CER')
              fprintf('Dual infeasibility certificate found.');

          elseif strcmp(solsta, 'MSK_SOL_STA_PRIMAL_INFEASIBLE_CER')
              fprintf('Primal infeasibility certificate found.');

          elseif strcmp(solsta, 'MSK_SOL_STA_UNKNOWN') 
              % The solutions status is unknown. The termination code 
              % indicates why the optimizer terminated prematurely. 
              fprintf('The solution status is unknown.\n');
              fprintf('Termination code: %s (%d) %s.\n', res.rcodestr, res.rcode, res.rmsg);  
          else
            fprintf('An unexpected solution status is obtained.');
          end
      
      else
          fprintf('Error during optimization: %s (%d) %s.\n', res.rcodestr, res.rcode, res.rmsg);  
      end

  else
      fprintf('Could not read input file, error: %s (%d) %s.\n', res.rcodestr, res.rcode, res.rmsg)
  end

end