Hello.

I solved below problem using cvx and get the [- 0.0892, 0.0178] as a solution. but I know that the optimal solution is [1, -0.2].

How I can reach to optimal solution using cvx??

%%%% Problem%%%

g = [-32/31 -160/31];

A1 = [1 5];

n = length(g);

l = -ones(n,1);

u = ones(n,1);

cvx_begin

variable d(n)

minimize( g*d )
subject to
A1*d <= 0

l <= d <= u

cvx_end