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matlabmosek

MOSEK: prob.a not specified

I want to solve the following LP using Mosek (called from Matlab)

max wrto b A'b where -1<=b<=1

A,b have length L.

This is how I implement this.

clear
rng default
L=5;
A= 1.0e-03 *[0;0;0.8217;0;0]';
prob.blx=-ones(L,1); %lower bound unknowns
prob.ulx=ones(L,1); %upper bound unknowns
prob.c=A; %objective function
param_MOSEK.MSK_IPAR_LOG = 0;      
[~,res]     = mosekopt('maximize echo(0)',prob, param_MOSEK);

I get this error: Error(1200): prob.a not specified

How can I fix it?

Solution

  • prob.a is obligatory, even if it has 0 rows. In your case sparse(0,L) should be fine. See the last example in https://docs.mosek.com/9.2/toolbox/design.html#hello-world-in-mosek