Zohar Levi

From a closer look, indeed the quadcon wasn't the culprit.Thanks

I tried:Set parameter FeasibilityTol to value 1e-09 Set parameter OptimalityTol to value 1e-07 Set parameter BarHomogeneous to value 1 Set parameter Presolve to value 0 Warning for adding variables...

Mosek, e.g. (untested):clear prob; K = 4; % number of cones d = 2; % dimension of x inside each cone (so cone size = d+1 = 3) n = K*(d+1); % total variables % Objective: mini...

I thought about it, and zip compresses a 40mb to 2mb. Still, NEOS complains that the file is too large since it's probably extracts it.

Thanks for checking.The neos-server has a limit of 16mb on the file size.