Dear all,

I am using CVX (version 2.0 beta) with Gurobi as a solver (version 5.10) under Ubuntu (12.04 - 64 bits).

When I run the same optimization problem multiple times I experience a slow down in the time CVX takes to solve the problem. Did anybody else experience this problem? If so, does anybody know a solution?

I attach here a simple test program that solves for 10 times a L1 norm regularization problem on identical data. The ten executions take on my pc:

1.35s - 2.20s - 3.06s - 3.75s - 4.57s - 4.52s - 5.59s - 6.50s - 6.43s - 7.29s

Here comes the code:

```
% Initialization
n = 6000; % length of signal x and y
m = n-2; % length of Dx
lambda = 30;
% data generation
rand('state',0); randn('state',0); % make data reproducible
y = randn(n,1); % input data
% Operator matrices
I2 = speye(n-2,n-2);
O2 = zeros(n-2,1);
D = [I2 O2 O2]+[O2 -2*I2 O2]+[O2 O2 I2];
% select solver
cvx_solver gurobi;
% repeat for 10 times
for repeat=1:10
cvx_begin
cvx_precision low
variable x(n)
minimize( 0.5*sum_square(y-x)+lambda*norm(D*x,1) )
cvx_end
end
```

thank you for your attention

Sepideh