Hello,

Thanks in advance for helping!

Please suppose that I have an optimization problem in two variables x and y. Also, suppose that the problem is convex in x only, and that I will do exhaustive search for y while solving for x as follows.

for y=1:n

optimize f(x,y) using CVX

end

Apparently, there are values for y that yield a CVX error, e.g. “Disciplined convex programming error:

Cannot perform the operation: {real affine} .* {invalid}”. So, is there a way to formulate a condition related to CVX outcome to skip the instances of y that yields an error and continue the loop for next value of y (assuming the next value of y yields an output for CVX)? For instance as follows.

for y=1:n

optimize f(x,y) using CVX

**if there is CVX error**

continue

end

end