Thank you for reviewing my question! I have been struggling with getting CVX working.

Hope you can give me some help here!

After running cvx_setup, I tried this simple example:

m = 20; n = 10; p = 4;

A = randn(m,n); b = randn(m,1);

C = randn(p,n); d = randn(p,1); e = rand;

cvx_begin

variable x(n)

minimize( norm( A * x - b, 2 ) )

subject to

C * x == d

norm( x, Inf ) <= e

cvx_end

Then I got this error message:

Calling SDPT3 4.0: 56 variables, 22 equality constraints

For improved efficiency, SDPT3 is solving the dual problem.

------------------------------------------------------------

```
num. of constraints = 22
dim. of socp var = 41, num. of socp blk = 11
dim. of linear var = 11
dim. of free var = 4 *** convert ublk to lblk------------------------------------------------------------
Status: Error
Optimal value (cvx_optval): NaN
Unrecognized function or variable 'mexnnz'.
Error in checkdepconstr (line 97)
nnzmatold = mexnnz(AAt);
Error in sqlpmain (line 87)
checkdepconstr(blk,At,b,y,rmdepconstr);
Error in sqlp (line 243)
sqlpmain(blk3,At3,C3,b,par,parbarrier3,X03,y0,Z03);
Error in cvx_run_solver (line 46)
[ varargout{1:nargout} ] = sfunc( inputs{:} );
Error in cvx_sdpt3>solve (line 357)
[ obj, xx, y, zz, info ] = cvx_run_solver( @sqlp, blk, Avec, Cvec, b, OPTIONS, 'obj', 'x', 'y', 'z', 'info', settings, 5 ); %#ok
Error in cvxprob/solve (line 422)
[ x, status, tprec, iters, y ] = shim.solve( At, b, c, cones, quiet, prec, solv.settings, eargs{:} );
Error in cvx_end (line 87)
solve( prob );
```

FYI, this is the CVX version:

cvx_version

##
CVX: Software for Disciplined Convex Programming (c)2014 CVX Research

Version 2.2, Build 1148 (62bfcca) Tue Jan 28 00:51:35 2020

Installation info:

Path: C:\Users\tcly1\Documents\MATLAB\cvx-rd\cvx

MATLAB version: 9.11 (R2021b)

OS: Windows 10 amd64 version 10.0

Java version: 1.8.0_202

Verfying CVX directory contents:

WARNING: The following files/directories are missing:

C:\Users\tcly1\Documents\MATLAB\cvx-rd\cvx\sedumi.travis.yml

These omissions may prevent CVX from operating properly.

WARNING: The following extra files/directories were found:

C:\Users\tcly1\Documents\MATLAB\cvx-rd\cvx\eg1.m

These files may alter the behavior of CVX in unsupported ways.

Preferences:

Path: C:\Users\tcly1\AppData\Roaming\MathWorks\MATLAB\cvx_prefs.mat

License host:

Username: tcly1

Host ID: 0028f86fe6ee (eth0)

Host ID: 54e1ad16be1d (eth3)

Installed license:

No license installed.

No valid licenses found.