Mosek doesnt add its generated cuts

Specific Domains Optimization (Mathematical)
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1

Hello,
I’m working on a problem using Mosektools & JUMP. It seems that after running it heuristics and cut generation at the root node, it fails to add them to the problem. As you can see in the output below, the relaxation objective isn’t modified based on the lower bound found at the root node:

BRANCHES RELAXS   ACT_NDS  DEPTH    BEST_INT_OBJ         BEST_RELAX_OBJ       REL_GAP(%)  TIME  
0        1        1        0        NA                   5.8931608812e-07     NA          0.0   
0        1        1        0        1.2255160232e-06     5.8931608812e-07     51.91       0.1   
0        1        1        0        6.5593301415e-07     5.8931608812e-07     10.16       0.1   
Cut generation started.
0        1        1        0        6.5593301415e-07     5.9350413814e-07     9.52        0.2   
Cut generation terminated. Time = 0.00
10       14       11       3        6.5593301415e-07     5.3101616733e-07     19.04       0.4   
24       28       23       6        6.5593301415e-07     5.3101616733e-07     19.04       0.5

As you can see, at the root node the lower bound is improved to a relative gap of 9.52%, but the jumps back up to 19.04%. Any idea why this might be happening and how to fix it?

2

Please cross-link when posting duplicate questions: https://github.com/jump-dev/MosekTools.jl/issues/60. Since this is a question about Mosek’s own algorithms, you’re more likely to get to the bottom of it by contacting Mosek support directly.

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