2.1. I do not like the solution MOSEK reports. It it possible to get a different optimal solution?

It is not possible to directly make MOSEK to report a specific optimal solution among all possible optimal solutions.

If one an optimal solution is “better” than another, which should be reflected by the model, for example by adding penalties that will make the unwanted solutions non-optimal.

If this is not possible, the desired result may be obtained by solving a sequence of problems: First solve the original problem, then fix the objective function (within reasonable margins) on the optimal solution value, add a penalties to the model and reoptimize.

Mon Sep 14 15:59:20 2009