We solved the CVX optimization problem with the CVX tool.
The variables in the optimization problem are all continuous. Mosek solver was successfully utilized. The CVX claimed that the problem has been solved and print that “Status: Solved”
However, we found that the objective function value claimed by the CVX tool (shown in the red box)
is different from the one (shown in the green box) obtained by substituting the resulting solutions into the objective function.
It is weird. Could you plz explain this to us? Thanks so much!