If the MOSEK command line tool runs out of space it will report
Return code - 1051 [MSK_RES_ERR_SPACE]
This means the operating system — for instance Windows — cannot supply the memory MOSEK requires. Depending on the operating system different options exist to circumvent the problem.
- On 32bit Windows (and other 32bit systems) each process can normally only allocate up to 2GB memory, even if more physical memory is available. Please read Microsoft's explanation for details. Starting from MOSEK version 3.1 then it is possible to make MOSEK use 3GB of RAM in 32 bit Windows if you make some changes to the boot of operating system as described in Microsoft's explanation. Installing more physical memory may be a solution up to the 2GB or 3GB limit. If the requirement go beyond that it may be necessary to switch to a 64bit platform.
- On 64bit operating systems the per-process memory limit is significantly higher, and the limitation is usually the amount of physical memory installed on the machine. See Section 1.2 for details.
- Make the optimization problem smaller. Many problems can be scaled down by sacrificing a level of detail.