The usual way to call MOSEK using the MATLAB toolbox is
[r,res] = mosekopt('minimize',prob);
where prob is a structure that holds the problem information. To suppress the solver logging you can set the option MSK_IPAR_LOG to zero. Instead, try to use
and check the running time: you should see a reduction! This is due to the way MOSEK output is generated in our MATLAB toolbox.
You can add the string "echo(0)" to any command passed on to the solver, i.e.
[r,res] = mosekopt('any_command echo(0)',prob);
The running time reduction is NOT proportional to the problem size, but roughly to the amount of output. This is why you may gain significantly if you solve:
- small problems: because the solver running time might be dominated by the output
- a large amount of problems: because the gain will sum up
Note that the trick does not apply to the MATLAB interface of the Fusion API.