To avoid using the successive approximation method, I’ve downloaded CVXQUAD. It works good, but in the command window, it prints a lot of stuff as follows:
Using Pade approximation for exponential
cone with parameters m=3, k=3
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Using Pade approximation for exponential
cone with parameters m=3, k=3
So my question is how to cancel the printing of the above.
BTW, if you have access to Mosek (9.x), you can use that with CVX 2.2, which will utilize Mosek’s native exponential code capability, which is better than using CVXQUAD (but CVXQUAD is still needed if you use its matrix level log related functions).