Tuesday, March 3, 2020

CVX 2.2 supports exponential cone in MOSEK

New features in CVX!

The last release 2.2 of CVX comes with support for the exponential cone in MOSEK. It means that problems involving log, exp, rel_entr, log_det, kl_div and other variants of logarithms and exponentials will be passed directly to a single MOSEK solve without employing a successive approximation method.

CVX 2.2 also comes bundled with the very recent MOSEK 9.1.9.

For an example of a log_det problem with MOSEK output in CVX 2.2 see:


(Note, though, that the CVX warning about using the successive approximation method is still displayed, but if your log output consists of a single Mosek solve like above then it can be ignored.)