Hi I’m trying to solve a SOCP problem which includes binary variables, when I run the code the status is solved but gurobi ignores constraints. I have tried to turn off presolve by using cvx_solver_settings(‘Presolve’,0), use the primal simplex instead of the barrier algorithm, and these others commands cvx_solver_settings(‘aggregate’,0), cvx_solver_settings(‘reset’,1), but nothing seems working

Is there something I overlooked?

I would really appreciate any help here.

Thank you in advance.

Here is the output cvx produces:

Warning: Unknown parameter: ‘isvname’

In cvx_gurobi

In cvx_gurobi

In cvx_global (line 85)

In cvxprob (line 4)

In cvx_begin (line 41)

In bombeo_PU (line 542)

Warning: Unknown parameter: ‘appname’

In cvx_gurobi

In cvx_gurobi

In cvx_global (line 85)

In cvxprob (line 4)

In cvx_begin (line 41)

In bombeo_PU (line 542)

Warning: Unknown parameter: ‘isv_key’

In cvx_gurobi

In cvx_gurobi

In cvx_global (line 85)

In cvxprob (line 4)

In cvx_begin (line 41)

In bombeo_PU (line 542)

Warning: Unknown parameter: ‘isvname’

In cvx_gurobi

In cvx_gurobi

In cvx_global (line 85)

In cvxprob (line 4)

In cvx_begin (line 41)

In bombeo_PU (line 542)

Warning: Unknown parameter: ‘appname’

In cvx_gurobi

In cvx_gurobi

In cvx_global (line 85)

In cvxprob (line 4)

In cvx_begin (line 41)

In bombeo_PU (line 542)

Warning: Unknown parameter: ‘isv_key’

In cvx_gurobi

In cvx_gurobi

In cvx_global (line 85)

In cvxprob (line 4)

In cvx_begin (line 41)

In bombeo_PU (line 542)

## Calling Gurobi 7.52: 6622 variables, 5934 equality constraints

Gurobi optimizer, licensed to CVX for CVX

Academic license - for non-commercial use only

Optimize a model with 5934 rows, 6622 columns and 16303 nonzeros

Model has 168 quadratic constraints

Variable types: 6574 continuous, 48 integer (48 binary)

Coefficient statistics:

Matrix range [3e-02, 7e+02]

QMatrix range [1e+00, 1e+00]

Objective range [2e+01, 2e+03]

Bounds range [1e+00, 1e+00]

RHS range [7e-15, 8e+02]

Presolve removed 3698 rows and 4284 columns

Presolve time: 0.08s

Presolved: 2236 rows, 2338 columns, 7487 nonzeros

Variable types: 2290 continuous, 48 integer (48 binary)

Root relaxation: objective 2.408975e+05, 1186 iterations, 0.04 seconds

```
Nodes | Current Node | Objective Bounds | Work
```

Expl Unexpl | Obj Depth IntInf | Incumbent BestBd Gap | It/Node Time

- 0 0 0 725934.31006 725934.310 0.00% - 1s

Explored 0 nodes (3824 simplex iterations) in 1.76 seconds

Thread count was 4 (of 4 available processors)

Solution count 1: 725934

## Optimal solution found (tolerance 1.00e-04)

Warning: max constraint violation (2.8647e-07) exceeds tolerance

Best objective 7.259343100600e+05, best bound 7.259343100600e+05, gap 0.0000%

Status: Solved

Optimal value (cvx_optval): +845934

cvx_cputime =

25.4688