Do you know if CVX supports (and how) passing an initial solution (calculated by a heuristic) to a MIDCP problem (either using mosek or gurobi) in order to speed up the execution.
A possible solution could be to get the problem in the solver format through the cvx_solver_settings( ‘dumpfile’, ‘filename.mat’ ) command and then use the standalone solver capabilities. However, it would be very good if this could be done through cvx in an explicit way.
Cheers,
a.