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All the problems that CVX can solve can in theory be solved in polynomial time using an interior-point algorithm. Therefore, you can look up the complexity solving your problem with an interior-point algorithm. I doubt you will get a more accurate answer.

PS. Try look in the ph.d. thesis of Michal Grant about CVX. #-----

From this, if analyzing the computational complexity with the interior-point algorithm, there`s no difference respect to the Big O between the different CVX solvers (e.g., MOSEK and SeDuMi)?

Theoretical complexity can be used to prove the theoretical superiority of an algorithm.

Practical experiments can be used to prove the practical superiority of a piece of software implementing (multiple) algorithms.

IMO none of the authors (and I am one of them) of the software you mention would use theoretical complexity to claim superiority of their software. Theoretical complexity is just one element and perhaps not an important element in the evaluation of the software.