False claims of convexity (this forum is littered with them). Please carefully read before posting a request for help.
Input data scaling: Check your input data for bad numerical scaling. All non-zero input data should be within s small number of orders of magnitude of 1; otherwise, the solver may encounter numerical difficulties or unreliability. Change the units used in order to accomplish this
Solvers called by CVX use double precision: Solvers only satisfy constraints to within a feasibility tolerance (don’'t freak out when a variable constrained to be nonnegative has optimal value -1e-9). If you really need nonnegativity, use a constraint such as x >= 1e-5. Integer or binary declarations on variables are only satisfied to within an integrality tolerance. The problem is only solved to optimality within an optimality tolerance.