I'm using High Sierra 10.13.2.
I've attached my commands and model and data files for reproducibility.
option solver knitro;
model camouflage/minlp.mod;
data camouflage/image/data.txt;
option randseed 1;
option presolve 0;
let d:=2049;
let n:=1200;
let m:=1000;
let sigma:= 21.84;
let alpha:= 0.05;
let s1:=100;
let s2:=n;
solve;
display sqrt(1/n^2 * sum{i in 1..n, j in 1..n}K[i,j] - 2/n * 1/(sum{i in 1..n}b[i]) * sum{i in 1..n, j in 1..n}(b[i]*K[i,j]) + 1/(sum{i in 1..n}b[i])^2 * sum{i in 1..n, j in 1..n}(b[i]*b[j]*K[i,j])); # MMD
display (2 * (sqrt(1/n) + sqrt(1/(sum{i in 1..n}b[i]))) + sqrt(2*(n + (sum{i in 1..n}b[i]))/(n*(sum{i in 1..n}b[i]))*log(1/alpha))); # MMD bound
display risk;
display b;
display theta;
for {s in 1..d}{
display ((-sum{i in 1..n} (b[i]/(1+exp(y_train[i]*(sum{j in 1..d} (x_train[i,j]*theta[j]))))*y_train[i]*x_train[i,s])) + lambda*theta[s]);
}
display sum{i in 1..n}b[i];
display _solve_time;