Once the convex problem is solved, the procedure only returns the optimal objective function, but I want to know the optimal variables. How can I do it? Thank you!
How to get the optimal variables
As stated in the user guide, upon exit from CVX, the numerical solution is assigned to the (optimization) variable(s). I.e., your optimization variables are available in MATLAB after CVX exits, and are the optimum values (i.e., argmin in the case of minimization, and argmax in the case of maximization).