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Gurobi optimizer does not work with CVX

Answered
Areen Shiyahin
Gurobi-versary
First Comment
First Question

I installed a CVX bundle which has Gurobi version 9.00 and obtained an academic license for Gurobi. This version of the solver could not solve a MIDCP problem and I read some recommendations about using a newer version of Gurobi. Therefore I did stand alone installation of  Gurobi and saved the prior license key at c:\gurobi951. Then I set up the MATLAB interface for Gurobi.

When I run cvx_setup to use the new version of Gurobi with CVX I get the following:

Setting CVX paths…already set!
Searching for solvers…Warning: env argument deprecated, use params. instead
In cvx_gurobi
In cvx_gurobi
In cvx_setup (line 83)


As the newer version is not recognized, anybody knows that may be the issue?

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Comments

2 comments

Date Votes
  • Eli Towle
    Gurobi Staff Gurobi Staff

    The deprecation warning suggests that CVX passes an \( \texttt{env} \) struct to the gurobi() function. This usage was deprecated with the release of Gurobi 9.5. I see the following additional output when I run \( \texttt{cvx_setup} \) on my MacBook:

    8 solvers skipped:
        ...
        Gurobi_20   unknown    /Library/gurobi950/macos_universal2/matlab
            params.OutputFlag must be a scalar
        Gurobi_21   unknown    /Library/gurobi951/macos_universal2/matlab
            params.OutputFlag must be a scalar

    Based on your CVX forum post, you encounter the same issue. Another CVX user reported a similar issue. It looks like the CVX-Gurobi interface needs to be updated to work with Gurobi 9.5.0+. There's no easy way to investigate what the problem is; the "params.OutputFlag must be a scalar" error comes from the \( \texttt{cvx_gurobi} \) function, which is saved as an obfuscated P-code file.

    You could try modeling your problem using Gurobi's supported MATLAB interface instead.

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  • Areen Shiyahin
    Gurobi-versary
    First Comment
    First Question

    Thanks a lot! It seems as you said, the CVX-Gurobi interface needs to be updated in order to work with Gurobi 9.5.0+. Actually the comments, on the post that is similar to mine, in CVX forum were quite helpful as well and I could get some tips. The one that solved my issue was installing Gurobi version 9.1.2.

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