Multi-mission sensitive to model size and variable splitting

[mayork]

Issue to discuss growing pains in the multi-mission analysis

[mayork]

@1ozturkbe @bqpd I noticed some pretty interesting things.

First off, compare these two commits 3a4ee22 (doesn't work) 51009fd .... (works) @bqpd correct me if I'm wrong but I think this indicates there's a bug in how GPkit is handling these vector variables?

Also, I think we discovered Mosek can't solve the really big problems because this commit works 51009fd while this one doesn't 3f256df. The only difference should be the size of the problem.

[1ozturkbe]

@mayork I do think that there were some potentially problematic constraints, and I pushed some changes to the branch multiFix in an effort to get multimission working. I would think that these constraints would have definitely caused primal infeasibility.

[mayork]

@1ozturkbe multi-mission does work, but not for large Nmission vals

[bqpd]

@mayork that does look like a bug, I'll take a look. As for the size issue...I sure hope it's not a max-number-of-variables thing. :-/ I feel like MOSEK would exit with a memory error if it were?

[bqpd]

@mayork does it fail on the first solve with the additional mission? If so, could you upload the working/not-working mskexpopt problem statement files so I could send them to MOSEK?

[mayork]

@bqpd doesn't fail on the first solve. remind me again how to generate the mskexpopt?

[bqpd]

I think it's .localsolve(solver="mosek_cli", path="", clearfiles=False)

[bqpd]

@mayork, 3a4ee22 works fine when I run tests; what is broken by that commit?

[bqpd]

3f256df also works for me...on convexengineering/gpkit@585d8bf and presumably the two commits before it, since they just change documentation/tests

[erling-d-andersen]

There are no size limits in MOSEK and it should never crash. It may not solve your problem due to numerical issues though.

If you think MOSEK has a bug you want us to look at, then please report it to

https://www.mosek.com/support/

Just include information so it easy for us to reproduce the issue.