I restarted my Matlab2020a and tried four solvers, and this example worked well with all solver except Gurobi. So i think maybe there is some bug in the CVX-Gurobi interface.By the way, I’m using the standard CVX2.2.But i dont know whether latest version of Gurobi fits the CVX, cause when i install a Gurobi license, the grbkey version is 9.0.0
I had the exact issue. It appears cvx_solver default setting are currently
assigned to ‘SDPT-3’. You need to change your cvx_solver to ‘sedumi’
and the issue is resolved. I have not figure out as to why cvx_solver default of 'SDPT-3"
is triggerring this error but will leave it to the developer for correction.
Hope this is helpful.