I want to use this function with Mosek, but it uses all the CPU on the server, even though I specified the number of threads to be just five. prob.solve(solver=cp.MOSEK, verbose=False, mosek_params={ "MSK_IPAR_INTPNT_NUM_THREADS": 1, "MSK_DPAR_MIO_TOL_REL_GAP": 2e2, 'MSK_IPAR_NUM_THREADS': 5, }, Continue reading...