MOSEK PRIMAL INFEASIBILITY REPORT. Problem status: The problem is primal infeasible The following constraints are involved in the primal infeasibility. Index Name Lower bound Upper bound Dual lower Dual upper 0 1.000000e+00 1.000000e+00 0.000000e+00 1.000000e+00 1 -1.000000e+00 -1.000000e+00 0.000000e+00 2.000000e+00 3 -5.000000e-01 -5.000000e-01 1.000000e+00 0.000000e+00