Matlab vs R version incompatibilty

[ahsen1402]

I am solving the same problem in matlab and R but I get different results (the solutions are completely different for some variables not just a little here and there) although all the inputs are the .same for completeness here is the matlab code:

p=132; 
cvx_begin;
variables b(p);
minimize(norm(weight'*b, 1));
subject to;
    1<matrix*b;
    0<=b;                                   
cvx_end;

and the R code:

p=132
  b=Variable(p,name="b")
  objective <- norm1(t(weight) %*% b) 
  constrnt <-list(1 < matrix %*% b,0 <= b )
 prob <- Problem(Minimize(objective), constrnt)
results <- solve(prob)
lb_solution=results$getValue(b)

Any insights on why this might happen?

[brianborchers]

Are you sure that the optimal solution to your problem is unique? Is it possible that the MATLAB and R codes are returning different solutions that are both optimal? It's quite easy to formulate examples with infinitely many optimal solutions . Even a small variation in parallel threading, run time libraries, etc. can then result in the solvers finding different solutions that are both optimal.