Is there a way to get access to what CVX passes to solvers. I have two reasons for why this is useful:
(1) I need to do a Monto Carlo simulation and want to solve the same problem with different inputs, many times. I would prefer to get the structures and pass them directly to the solver to avoid CVX conversion overhead every time.
(2) I would like to try SDPNAL which seems to be using the same format as SDP3. The documentation however is scarce and I don’t want to spend time figuring out how I should build the necessary structures to pass to SDPNAL. It would be nice to use what CVX passes to SDP3 for this purpose.
EDIT: A related question: Is there some documentation to allow one to extend CVX to interface to other solvers (e.g. SDPNAL) without getting too much into the inner working of CVX. I digged through the code and it was a bit daunting.