Gurobi optimizer does not work with CVX

回答済み

Areen Shiyahin

2022年03月22日 15:51

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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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• 正式なコメント

  

  Simranjit Kaur

  • Gurobi Staff

  2025年11月16日 23:41

  This post is more than three 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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  Eli Towle

  • Gurobi Staff

  2022年03月24日 02:47

  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

  2022年03月24日 13:34

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  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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