<div dir="ltr"><div><br></div>Hi Brian, thanks for your answer. I attach my formulations process. Please have a look.<div><br></div><div>My original formal if primal form with<br>Min <C * X)></div><div>st. <Ai, X> = bi</div>
<div>X>=0</div><div><br></div><div>but csdp likes Max <C, X>, then I changed Min <C, X> to Max <-C, X>.<br><div><br></div><div>Any feedback is appreciated, thanks</div><div><br></div><div>Hui<br><div>
<br></div><div><br></div></div></div></div><div class="gmail_extra"><br><br><div class="gmail_quote">On Thu, Nov 14, 2013 at 2:28 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">This output indicates that CSDP has determined that the problem doesn't have a primal-dual optimal pair of solutions. In particular, the code has found a primal improving direction D such that if X0 is any feasible solution than X0+a*D is feasible for all a>=0 and the objective function keeps improving as you move in this direction. Thus the primal problem is either infeasible (if there isn't actually a primal feasible solution X0), or the primal problem is feasible and unbounded (in which case the dual problem is infeasible.) <div>
<br></div><div>You haven't told us anything about how you formulated this SDP, so there's no practical way to determine what mistake you made in formulating your SDP.</div><div><br></div><div>How did you formulate this SDP? </div>
<div><br></div><div>What did you expect the solution to this SDP to be?</div><div> <br></div></div><div class="gmail_extra"><br><br><div class="gmail_quote"><div><div class="h5">On Thu, Nov 14, 2013 at 10:17 AM, Hui Wu <span dir="ltr"><<a href="mailto:wuhuing@gmail.com" target="_blank">wuhuing@gmail.com</a>></span> wrote:<br>
</div></div><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex"><div><div class="h5"><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>
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