For a problem I am trying to solve it appears MOSEK's Quadratic Program solver is 100 times slower than MATLAB's Interior Point solver.
Has anyone encountered this behavior in the past, or maybe could guess what sort of problem might cause this behavior?
The problem is of the form:
\begin{align} \text{min }& 0.5 x^T Q x + c^T x \\ \text{s.t. }& A x \leq b \end{align}
With more linear constraints than variables.