<div dir="ltr">Hi All, after adding one constraint, the SDP is successfully solved. Really appreciate all of you guys' analysis !<div><br></div><div>Hui<br><div><br></div></div></div><div class="gmail_extra"><br><br><div class="gmail_quote">
On Thu, Nov 14, 2013 at 5:24 PM, Hui Wu <span dir="ltr"><<a href="mailto:wuhuing@gmail.com" target="_blank">wuhuing@gmail.com</a>></span> wrote:<br><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex">
<div dir="ltr">yeah good analysis.<div><br></div><div>If primal is feasible, as my input is primal form, does it mean that the output solution is feasible ? Thanks</div><span class="HOEnZb"><font color="#888888"><div><br>
</div><div>Hui</div></font></span></div><div class="HOEnZb"><div class="h5"><div class="gmail_extra">
<br><br><div class="gmail_quote">On Thu, Nov 14, 2013 at 5:22 PM, Brian Borchers <span dir="ltr"><<a href="mailto:borchers.brian@gmail.com" target="_blank">borchers.brian@gmail.com</a>></span> wrote:<br><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex">
<div dir="ltr"><br><div class="gmail_extra"><br><br><div class="gmail_quote"><div>On Thu, Nov 14, 2013 at 6:17 PM, Hui Wu <span dir="ltr"><<a href="mailto:wuhuing@gmail.com" target="_blank">wuhuing@gmail.com</a>></span> wrote:<br>
<blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex"><div dir="ltr">One potential issue I can think about is the constraints are not enough to make it bounded. I will add more constraints to see if it can be feasible. Thanks again</div>
</blockquote><div><br></div></div><div>It appears from the output that this problem is primal feasible and dual unbounded. Additional constrains could result in a problem with an optimal solution. </div><div><div>
<blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex">
<div dir="ltr"><span><font color="#888888"><div><br></div><div>Hui</div></font></span></div><div><div><div class="gmail_extra">
<br><br><div class="gmail_quote">On Thu, Nov 14, 2013 at 5:11 PM, Wendel Melo <span dir="ltr"><<a href="mailto:wendelalexandre@gmail.com" target="_blank">wendelalexandre@gmail.com</a>></span> wrote:<br><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex">
<div dir="ltr"><div>Yes. But CSDP is declaring dual infeasibility. If the dual is infeasible, your (primal) problem can be unbounded or infeasible also.<div><br><br>> If it is unbounded, then it needs more constraints, right ?<br>
<br></div></div>More or less. Maybe yes, but maybe you have a mistake on your objective function or in some constraint...<br></div><div class="gmail_extra"><div><div><br><br><div class="gmail_quote">2013/11/14 Hui Wu <span dir="ltr"><<a href="mailto:wuhuing@gmail.com" target="_blank">wuhuing@gmail.com</a>></span><br>
<blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex"><div dir="ltr"><div><br></div>Hi Wendel, if it is unbounded, it means there is no optimal solution, but there should have feasible solutions, right ?<span><font color="#888888"><br>
<div><br></div><div>Hui</div></font></span></div><div><div><div class="gmail_extra"><br><br><div class="gmail_quote">
On Thu, Nov 14, 2013 at 4:58 PM, Hui Wu <span dir="ltr"><<a href="mailto:wuhuing@gmail.com" target="_blank">wuhuing@gmail.com</a>></span> wrote:<br><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex">
<div dir="ltr">I am not too sure ...<div>If it is unbounded, then it needs more constraints, right ?</div><div><br></div><div>Appreciate your analysis !</div><span><font color="#888888"><div><br></div><div>
Hui</div></font></span></div><div><div><div class="gmail_extra"><br>
<br><div class="gmail_quote">On Thu, Nov 14, 2013 at 4:56 PM, Wendel Melo <span dir="ltr"><<a href="mailto:wendelalexandre@gmail.com" target="_blank">wendelalexandre@gmail.com</a>></span> wrote:<br><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex">
<div dir="ltr"><div>Maybe your problem is unbounded and so, CSDP is declaring infeasibility. (We can say primal objective function getting huge vaules before CSDP stop).<br><br></div>Can you be sure your problem is not unbounded?<br>
</div><div class="gmail_extra"><br><br><div class="gmail_quote">2013/11/14 Hui Wu <span dir="ltr"><<a href="mailto:wuhuing@gmail.com" target="_blank">wuhuing@gmail.com</a>></span><br><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex">
<div><div>
<div dir="ltr"><p dir="ltr">resend after joining the mail list :)</p>
<div class="gmail_quote">On Nov 13, 2013 9:51 PM, "Hui Wu" <<a href="mailto:wuhuing@gmail.com" target="_blank">wuhuing@gmail.com</a>> wrote:<br type="attribution"><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex">
<div dir="ltr">Hi Guys, I am using csdp's matlab interface for the following sdp problem, which is described in the attachment. While I run the script, I get<div><div><div><br></div><div><i>>>[x, y, z] = genSample();</i></div>
<div><i>Number of constraints: 6 </i></div><div><i>Number of SDP blocks: 1 </i></div><div><i>Number of LP vars: 0 </i></div><div><i>C block 1, blocksize, 6</i></div><div><i>Checking constraint 1 </i></div><div><i>Checking constraint 2 </i></div>
<div><i>Checking constraint 3 </i></div><div><i>Checking constraint 4 </i></div><div><i>Checking constraint 5 </i></div><div><i>Checking constraint 6 </i></div><div><i>Iter: 0 Ap: 0.00e+00 Pobj: 0.0000000e+00 Ad: 0.00e+00 Dobj: 0.0000000e+00 </i></div>
<div><i>Iter: 1 Ap: 1.00e+00 Pobj: 2.4901133e+04 Ad: 6.77e-01 Dobj: 3.0972415e+03 </i></div><div><i>Iter: 2 Ap: 1.00e+00 Pobj: 1.7734229e+05 Ad: 5.18e-01 Dobj: 1.6715331e+02 </i></div><div><i>Iter: 3 Ap: 2.10e-02 Pobj: 9.3394935e+05 Ad: 2.66e-02 Dobj: 1.2916856e+03 </i></div>
<div><i>Iter: 4 Ap: 1.00e+00 Pobj: 5.7585163e+07 Ad: 1.05e-01 Dobj: 1.0092369e+03 </i></div><div><i>Iter: 5 Ap: 2.82e-03 Pobj: 5.3050644e+08 Ad: 2.97e-03 Dobj: 8.2813968e+02 </i></div><div><i>Iter: 6 Ap: 1.29e-03 Pobj: 2.8396651e+09 Ad: 2.90e-03 Dobj: 9.6682104e+02 </i></div>
<div><i>Declaring dual infeasibility.</i></div><div><i>Success: SDP is dual infeasible</i></div><div><i>Certificate of dual infeasibility: tr(CX)=1.00000e+00, ||A(X)||=4.91757e-09</i></div><div><i>Elements time: 0.000010 </i></div>
<div><i>Factor time: 0.000045 </i></div><div><i>Other time: 0.000882 </i></div><div><i>Total time: 0.000937 </i></div></div><div><br></div><div>Can some body help tell me why my SDP is dual infeasible ? Is it because there is something wrong with my problem setting or it is normal to my SDP? Thanks</div>
<div><i><br></i></div><div>Hui</div><div><br></div></div></div>
</blockquote></div>
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