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3

As others have pointed out already, you are not solving the same instances. When writing out the MPS files using a gurobi.env file containing GURO_PAR_DUMP=1, we can see that the instances differ (here n=2, nIters=1; left is cvxpy, right is Gurobi): To get the signs in order, you could change this line in the Gurobi method model.addConstr(constrLHS >= ...


3

Note that the model fingerprint differs. I suspect that the variable or constraint orders are different.


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