FYI the stripped-down real, symmetric problem above produces same optval=1 for my install described above, invariant of which solver is selected.
Update: SeDuMi solver produced correct output on snp500 time-series example, I start to believe…
Update: all examples in quickstart seemed to produce sane results.
Update Dec 24: “quiet” option seems to not yet be fully implemented in Octave, at least when running SeDuMi, as the “Constraint Accepted” messages continue to flow, and if the pager is enabled requires keyboard input on all my iterations. I’ll see what I can dig up, but not truly blocking, yet… update: found “disp.m” in ~cvx/lib/@cvxcnst/disp.m and put in a conditional on cvx_quiet. Nope, still paging though blanks… TODO: fix later - just turn off the pager in octave with octave>> more off.
When GLPK is selected on my problem error message:
"‘quiet’ undefined near line 95 column 4
error: called from ‘cvx_glpk>solve’ in file /cygdrive/c/octave/cvx/shims/cvx_glpk.m near line 95, column 1"
modifying cvx_glpk.m shim to use “cvx_quiet” instead of “quiet” fixes this one.
The command “cvx_pause.m” seems not to exist in the disttibution… getting it from https://code.google.com/p/matlab-code-by-wayne/source/browse/branches/cvx/commands/cvx_pause.m line 12: s = cvx___.pause; reveals that error: structure has no member ‘pause’. TODO deal later…
Overall, despite a few hiccups to get it up and running and to understand CVX’s disciplined-programming approach, CVX on Octave seems to be working for me on a model-predictive receding-horizon control problem.