I actually stumbled upon the same [problem, only XGB's solution doesn't work in my case since I have multiple cells of cells of sdpvars that I want to retrieve from the optimizer.
Dr. Lofberg, you mention that cell of cells of sdpvars are not supported, but cells of sdpvars are supported; how would I create the latter?
The code in "Getting Started", for example, creates a cell of cells of sdpvars, and I cannot find a way to create a simple cell of sdpvars.