We have created special sections in this user guide for using Gurobi and MOSEK with CVX: That said, if you encounter a problem that one solver can handle well and anotherĬannot, please send us a bug report (see Support) and we will forward the
No one solver performsīetter than the others on every model CVX can generate-including commercial solvers. If you are having difficulty with one solver, please try another. License differences, we are not able to supply GLPK with CVX. With CVX as well, but using those solvers requires a CVX Professional license. We have also entered into contractualĪrrangements with the developers of Gurobi and MOSEK that allow us to ship their binaries To download an additional solver to start using CVX. SeDuMi and SDPT3 are included with the standard CVX distribution, so you do not need MOSEK support integer consraints, while SeDuMi and SDPT3 do not. That CVX itself supports, while Gurobi is more limited, in that it does not support semidefiniteĬonstraints and GLPK is limited even further. SeDuMi, SDPT3, and MOSEK support all of the continuous (non-integer) models This version of CVX supports four solvers, each with different capabilities: Solver nameĮach solver has different capabilities and different levels of performance.
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