My optimization problem is shown in the following figure. CVX can be solved, but when verifying the feasibility of the solution, I found that this solutions cannot satisfy the last constraint. May I ask why this situation occurs？
Remove quiet. Then you will see the solver and CVX output, including whether CVX claims the problem was solved. Even if solved, constraints are only satisfied to within a feasibility tolerance. If any of the non-zero input data is very extreme in magnitude (large or small), that could exacerbate the amount by which a constraint appears to not be exactly feasible.