Decision variable in CVX more than 2x2 using Gurobi solver

Answered

B HARI KIRAN REDDY

January 24, 2024 21:48

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Hi,

I am using Gurobi as a solver inside CVX using MATLAB. I have a question regarding the size of the decision variable that can be used. Gurobi does not allow me to use more than 2x2. Can I extend this to more than 2x2 (say 10x10) to solve my optimization problem? Just so you know, CVX default solvers like Sedumi, and SDPT3 can solve more than 2x2-sized variables. However, I would want to use Gurobi as there will be some mixed-integer variables along the process of my optimization problem formulation.

 

Regards,

Hari Kiran Reddy

Related to

• CVX

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• Official comment

  

  Simranjit Kaur

  • Gurobi Staff

  November 13, 2026 01:31

  This post is more than two years old. Some information may not be up to date. For current information, please check the Gurobi Documentation or Knowledge Base. If you need more help, please create a new post in the community forum, or try Gurobot, our chatbot interface offering instant, expert-level support.
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  Riley Clement

  • Gurobi Staff

  January 27, 2024 11:53

  Hi Hari,

  Your formulation will be transformed into a SDP by CVX.  Both SeDuMi and SDPT3 are built for the purpose of being SDP solvers, so it is no surprise they can solve this problem (with continuous variables).  A list of all solvers supporting SDPs can be found on this page: https://www.cvxpy.org/tutorial/advanced/index.html

  Gurobi does not currently solve SDPs, but our development team will consider this feature in the future.  It is worth keeping in mind that we have a strong commercial focus which guides our development.

  Kind Regards,
  Riley

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