You don’t need to do anything.different. Your problem is solved by CVX/MOSEK. Ignore the warning message. CVX 2.2 should not issue the warning when MOSEK 9.1 is used, but it does anyway.
Thank-you so much for all this help I am so gratitude towards you.
I need to plot a graph in the end and this warning message is preventing to do so. I will try to figure this out by discussing with some colleagues. Hope to find a solution.
If you wish to suppress this warning in the future, simply issue the command
cvx_expert true
before you construct your model. If you wish to suppress this message for all future sessions of MATLAB, follow this command with the cvx_save_prefs command.