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This is inspired by https://stackoverflow.com/questions/59040539/parameter-to-create-mosek-feasibility-report-with-cvxr. It fixes and simplifies MOSEK parameter settings through CVXR.
The change in line 36 fixes an actual bug which made it impossible to set MOSEK parameters at all.
The rewrite of
_handle_mosek_params
adapts it better to the argument types one can expect from R, removing the unnecessary parts originating from CVXPY but impossible to reach from R, and accounting for the fact that integers are doubles unless explicitly told not to. Examples are given in the comment to that method.