I also encountered a similar error message when adding the following conic constraints:
variable x(3); variable z(3); variable w(3); maximize log(1+x(1)) + log(1+2*x(2)) + log(1+x(3)) - sum(x) subject to x >= 0; z(1) + w(1) == - c * x(1); z(2) + w(2) == - c * x(2); z(3) + w(3) == - c * x(3); norm(z,1) + norm(w,2) - A*x <= 10;
The problem occurs when I have both linear constraints and the last constraint. Without the linear constraints, it issues no error. Below is the error message:
Error using Inner matrix dimensions must agree. Error in cvxprob/eliminate (line 131) P = P * cvx_invert_structure( xR ); Error in cvxprob/solve (line 17) [ At, cones, sgn, Q, P, dualized ] = eliminate( prob, true, shim.dualize ); Error in cvx_end (line 79) solve( prob ); Error in solve_parametric (line 97) cvx_end
Could it be a bug? Should I rewrite the conic constraint in a different way?