Is it possible to use CVX with a newer version of Gurobi? (I want to use the latest Gurobi version 11.0.0). I added this new version to my MATLAB path however when I use cvx_setup it is skipping the Gurobi version I want to use, instead it uses Gurobi 9.0.
....
Setting CVX paths...done.
Saving updated path...done.
Searching for solvers...5 shims found.
3 solvers initialized (* = default):
Gurobi 9.00 {cvx}/gurobi/maci64
* SDPT3 4.0 {cvx}/sdpt3
SeDuMi 1.3.4 {cvx}/sedumi
4 solvers skipped:
GLPK
Could not find a GLPK installation.
Gurobi_2 unknown /Library/gurobi1100/macos_universal2/matlab
result = gurobi(model, params)
Gurobi_3 unknown /Library/gurobi1100/macos_universal2/matlab
result = gurobi(model, params)
Mosek unknown
Could not find a MOSEK MEX file.
Saving updated preferences...done.
Testing with a simple model...done!
....
How do I initialize Gurobi_2 ? Any help would be greatly appreciated.
Thank you!
It might be that Gurobi 11.0 is not compatible with CVX. If anyone has had success, they should post it here.
Gurobi 11 introduced incompatibilities with the existing YALMIP interface to Gurobi. So that doesn’t sound promising for CVX 2.2, whose last build was 4 years ago.
The CVX interface with older versions of Gurobi might be buggy, resulting in some error messages, and some incorrect problem solutions.
Unfortunately, neither the CVX developer nor anyone from Gurobi are active on this forum. This is the only remaining support channel for CVX. So you will probably have to figure things out for yourself to try to get Gurobi 11 to work under CVX.
To my best knowledge Gurobi was incompatible with CVX already for quite long:
I was told by @mcg (and I share this information with his explicit permission) that in the long run his plan is to make CVX open source including the currently obfuscated commercial solver interfaces. Then everybody will be able to adapt and fix them.
Soon I will be opening up the Gurobi shim and including it in the open-source build of CVX. Once that’s done, I’m sure someone will be able to offer a fix.