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MOSEK via fusion vs API vs CVXPY
In Python, I would like to solve a collection of problems, that are all solvable via MOSEK's conic optimization solvers (ExpCone, SOCP, etc.)
I have tried CVXPY. I get very robust and reliable results,...
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Simple OLS problem can only be solved in SCS. Is the dual infeasible?
Essentially, I am trying to solve a simple orthogonal least-squares (OLS) problem with some constraints — the coefficients must sum to $1$, no coefficient can be less than $0$, and no coefficient can ...
