Let me answer it by myself, at the beginning, I used Open JDK, which I download from Web Site, it popped up error message.
JDK doesn’t work
openjdk version "11" 2018-09-25
OpenJDK Runtime Environment 18.9 (build 11+28)
OpenJDK 64-Bit Server VM 18.9 (build 11+28, mixed mode)
I switched to the JDK that Mendix Studio Pro uses, it worked
openjdk version "11.0.3" 2019-04-16
OpenJDK Runtime Environment AdoptOpenJDK (build 11.0.3+7)
OpenJDK 64-Bit Server VM AdoptOpenJDK (build 11.0.3+7, mixed mode)