title: mosek parameter settings in cvxpy
body: <p>I am trying to set "mosek_param" settings, but, am getting errors. For instance, for the following case</p>
  
  <pre><code>MSK_IPAR_INTPNT_SOLVE_FORM
  
  Controls whether the primal or the dual problem is solved.
  Default:
    "FREE"
  Accepted:
    "FREE", "PRIMAL", "DUAL"
  Example:
    param.MSK_IPAR_INTPNT_SOLVE_FORM = 'MSK_SOLVE_FREE'
  Groups:
    Interior-point method
  </code></pre>
  
  <p>from <a href="https://docs.mosek.com/9.0/toolbox/parameters.html" rel="nofollow noreferrer">https://docs.mosek.com/9.0/toolbox/parameters.html</a> --> I tried </p>
  
  <pre><code>prob.solve(solver=MOSEK,
  mosek_params={mosek.iparam.intpnt_solve_form: mosek.solve.primal},     # mosek.iparam.presolve_use:mosek.presolvemode.off
  verbose=True)
  </code></pre>
  
  <p>but, run into errors .... the commented part works. </p>
  
  <p>When I was working in Matlab --> using </p>
  
  <pre><code>cvx_solver_settings('MSK_IPAR_INTPNT_SOLVE_FORM','MSK_SOLVE_PRIMAL')
  </code></pre>
  
  <p>worked well for me. But, doesn't work in the present case. Also, I was able to set precision as follows </p>
  
  <pre><code>cvx_precision low
  </code></pre>
  
  <p>but, cannot do so now. Is there another way to do both of these in cvxpy? thank you.</p>
  
  <p>PS: this question has also been posted in the CVXPY forum --> <a href="https://groups.google.com/forum/#!topic/cvxpy/MEAewGMlqjI" rel="nofollow noreferrer">https://groups.google.com/forum/#!topic/cvxpy/MEAewGMlqjI</a> </p>
  
  <hr>
  
  <p>Below is an example </p>
  
  <pre><code># Solves a bounded least-squares problem.
  
  import mosek
  from cvxpy import *
  import numpy
  
  # Problem data.
  m = 10
  n = 5
  numpy.random.seed(1)
  A = numpy.random.randn(m, n)
  b = numpy.random.randn(m)
  
  # Construct the problem
  x = Variable(n)
  objective = Minimize(sum_squares(A*x - b))
  constraints = [0 &lt;= x, x &lt;= 1]
  prob = Problem(objective, constraints)
  
  prob.solve(solver=MOSEK,
  mosek_params={mosek.iparam.intpnt_solve_form: mosek.solve.primal},     # mosek.iparam.presolve_use:mosek.presolvemode.off
  verbose=True)
  </code></pre>
  
  <p>which gives me the <a href="https://i.stack.imgur.com/tOMrz.png" rel="nofollow noreferrer">error</a>. I also tried using 'MSK_IPAR_INTPNT_SOLVE_FORM'   = 'MSK_SOLVE_PRIMAL' but to no avail. </p>