I ran this successfully for a few different random instantiations ( sys = gen_synthetic_data( p, s, n ); invocations) using MATLAB R2014A WIN64:

CVX’s successive approximation method under CVX 2.1 Build 1116 using sedumi and sdpt3;
CVX’s successive approximation method under CVX 3.0beta Build 1177 using sedumi and sdpt3;
Native exponential cone support under CVX 3.0beta Build 1177 using ecos and scs.
and got essentially the same solution for all solvers on a given random instantiation.

Try removing cvx_quiet(true). Do you see any solver output? Do you ever get to I`teration 1 of OMP completed`` ?

Have you successfully run anything in CVX? What is the output of CVX_version?

Given that I successfully executed the code using 2 different version of CVX and several solvers, including with and without CVX"s successive approximation method, I doubt that contacting the developers of the original work would be fruitful. Instead, I suspect a problem with the OP’s configuration or installation.

I’m not sure what it was, but I restarted matlab and made sure the path was setup, addpath(genpath(’/code’)) and ran the example function from that URL and it worked beautifully this time. I appreciate y’alls help