Update: Use CPLEX 12.8 and MATLAB 2017 or later. Other combinations are unstable
Update: This fix is now available in the official version
CPLEX and/or MATLAB 2016 has a bug which causes this combination to cause a seg-fault when YALMIP is used.
The crash apears inside sdpsettings which crashes violently, and this function is called when YALMIP sets up an options structure, no matter solver you will use. The problem is the function cplexoptimset supplied by CPLEX
Edit sdpsettings.m and change cplex = cplexoptimset(‘cplex’); to cplex = cplexoptimset;. The drawback is that the options structure is reduced, i.e., this call does not create a complete set of options. If you are using export or doing sum-of-squares computations, you have to edit prunecplexoptions.m too.
An upcoming patch-release of YALMIP will try to code around these issues (temporary fix already available in develop branch.)