What you should do is at least show all the solver/CVX output. It would be good to show your code.

Do NOT use CVX3.0beta with CVXQUAD (as mentioned in my post you linked). Use CVX2.1. If you still have difficulties, try running this (it is not using the successive approximation method, despite the WARNING).

cvx_begin

variable x

maximize(-rel_entr(1,x+1))

CVX Warning:

Models involving “rel_entr” or other functions in the log, exp, and entropy

family are solved using an experimental successive approximation method.

This method is slower and less reliable than the method CVX employs for

other models. Please see the section of the user’s guide entitled

The successive approximation method

for more details about the approach, and for instructions on how to

suppress this warning message in the future.

=====================================

Using Pade approximation for exponential

cone with parameters m=3, k=3

=====================================

1 <= x <= 2

cvx_end

## Calling SDPT3 4.0: 21 variables, 8 equality constraints

For improved efficiency, SDPT3 is solving the dual problem.

num. of constraints = 8

dim. of sdp var = 12, num. of sdp blk = 6

dim. of linear var = 3

SDPT3: Infeasible path-following algorithms

## version predcorr gam expon scale_data

HKM 1 0.000 1 0

it pstep dstep pinfeas dinfeas gap prim-obj dual-obj cputime

## 0|0.000|0.000|4.0e+00|7.3e+00|2.6e+03| 1.472333e+02 0.000000e+00| 0:0:07| chol 1 1

1|1.000|0.918|9.3e-07|6.7e-01|3.3e+02| 1.192065e+02 -5.199038e+01| 0:0:13| chol 1 1

2|1.000|0.885|1.4e-06|8.4e-02|5.4e+01| 2.765149e+01 -1.402471e+01| 0:0:13| chol 1 1

3|0.929|1.000|1.4e-07|7.7e-04|8.7e+00|-2.785301e+00 -1.137094e+01| 0:0:13| chol 1 1

4|0.940|0.959|3.4e-08|1.1e-04|5.1e-01|-8.324612e+00 -8.821078e+00| 0:0:13| chol 1 1

5|0.985|0.978|3.4e-08|9.9e-06|3.8e-02|-8.501695e+00 -8.539166e+00| 0:0:13| chol 1 1

6|0.982|0.980|7.0e-09|9.6e-07|7.3e-04|-8.516702e+00 -8.517348e+00| 0:0:13| chol 1 1

7|0.960|0.979|3.4e-10|2.1e-08|2.1e-05|-8.516969e+00 -8.516988e+00| 0:0:13| chol 1 1

8|0.971|0.987|1.1e-11|3.4e-10|1.0e-06|-8.516980e+00 -8.516981e+00| 0:0:13| chol 1 1

9|1.000|1.000|9.5e-15|2.1e-12|1.4e-07|-8.516980e+00 -8.516980e+00| 0:0:13|

stop: max(relative gap, infeasibilities) < 1.49e-08

## number of iterations = 9

primal objective value = -8.51698021e+00

dual objective value = -8.51698035e+00

gap := trace(XZ) = 1.40e-07

relative gap = 7.77e-09

actual relative gap = 7.76e-09

rel. primal infeas (scaled problem) = 9.54e-15

rel. dual " " " = 2.12e-12

rel. primal infeas (unscaled problem) = 0.00e+00

rel. dual " " " = 0.00e+00

norm(X), norm(y), norm(Z) = 4.2e+01, 2.9e+00, 6.5e+00

norm(A), norm(b), norm© = 4.9e+00, 1.2e+01, 5.0e+00

Total CPU time (secs) = 12.84

CPU time per iteration = 1.43

termination code = 0

DIMACS: 1.3e-14 0.0e+00 3.5e-12 0.0e+00 7.8e-09 7.8e-09

Status: Solved

Optimal value (cvx_optval): +1.09861