Hi to all,
is there a way CVX can export a model (that uses it) to standard MPS or LP files? For exmaple for using a MIP solver stand-alone without passing through CVX? My goal is to export a MIP problem model (that uses CVX) for solving it with Gurobi stand-alone.
Thank you
No, there is not. If you look at the online help for cvx_solver_settings, you can see there’s a cvx_solver_settings( 'dumpfile',filename) facility that lets you dump the input and output to a file. But there is no facility for sending the model to an external solver. This is deliberate: CVX’s work is not finished once the solver have computed its results; it has a fair amount of translation to do after the fact.