Getting some weird behavior with MOSEK, CVXPY and joblib. Trying to parallelize some jobs in Python (without even calling Mosek) and getting errors like
terminate called after throwing an instance of 'Tcl_InitNotifier: unable to start notifier thread
within each process that I'm calling from joblib. This only occurs after installing Mosek via
pip install Mosek
in my virtualenv. Nothing else has changed in the code (and I'm not specifying Mosek as the solver in CVXPY). If I pip uninstall Mosek and use any other solver in my CVXPY optimization the code runs fine. Any ideas as to what's happening? Seems like the python Mosek package/ Mosek itself doesn't work in a multithreading/ multiprocess environment?