how can i input this .lp file into cvx and solve it? or do i have to rewrite it into standard cvx optimization code?
CVX cannot read a file and convert it into a CVX model.
You can read a file with one of the solvers - for example Mosek, either in command line, or also in Matlab, and then solve it using that solver. That process does not use CVX. For this you have to learn a bit of the solver’s interface to interpret the results.
If you are very persistent then you can read the file with a solver, extract the internal data structures from the solver, and convert that into a CVX model. But I’m not sure why one would want to do this. It will also be a very boring CVX model. It will have one long variable, and one huge matrix constraint ie. all interesting structure you like to have in CVX models will be lost.
Thanks a lot, i will learn how to read the file using mosek