MATLAB Gurobi [在cvx中]求解器失败

Question

当我试图解决一个非常简单的装箱问题时，Gurobi求解器就不起作用了。我确实用Gurobi尝试了一些带有1个不等式约束的非常简单的优化问题，它起作用了。但对于小而复杂的函数，它总是返回NA。我很沮丧。如果有人能帮上忙，我非常感谢

%% By Linear programming
clear;clc;
weight = [4,4,5,7]';
cvx_begin
cvx_solver SDPT3
variables I(4,1) X(4,4)
minimize sum(I)
subject to
    X * weight <= 10 * I;
    sum(X) == [1,1,1,1];
    X >= 0
    X <= 1
    I >= 0
    I <= 1
cvx_end

X
I

%% By Integer programming
clear;clc;
weight = [4,4,5,7]';
cvx_begin
cvx_solver Gurobi
variables I(4,1) X(4,4)
minimize sum(I)
subject to
    X * weight <= 10 * I
    sum(X) == [1,1,1,1]
    X >= 0
    X <= 1
    I >= 0
    I <= 1
cvx_end

X
I

这是错误消息

Calling Gurobi 9.00: 44 variables, 28 equality constraints
------------------------------------------------------------
------------------------------------------------------------
Status: Error
Optimal value (cvx_optval): NaN
 
Error using cvx_end (line 267)
model.quadcon must be a struct array with fields q, and rhs

Answer 1

尝试使用这些命令而不是Gurobi求解器

cvx_solver Gurobi_3

或

cvx_solver Gurobi_2

似乎使用Gurobi作为cvx的外部求解器不是一个明智的选择。请参阅：http://ask.cvxr.com/t/cvx-with-gurobi-error-warning/7072/3他们几个月前就报告了这个bug。