<html><head><meta http-equiv="Content-Type" content="text/html charset=utf-8"></head><body style="word-wrap: break-word; -webkit-nbsp-mode: space; -webkit-line-break: after-white-space;" class=""><div class=""></div><div class=""><br class=""><div><blockquote type="cite" class=""><div class="">On Sep 14, 2017, at 2:47 PM, Jedediah Fry <<a href="mailto:mfry90@vt.edu" class="">mfry90@vt.edu</a>> wrote:</div><br class="Apple-interchange-newline"><div class=""><div dir="ltr" class="">Hi CSDP users,<div class=""><br class=""></div><div class="">I'm using CSDP to solve large semidefinite programs and have run into some difficulties with the solver. Typically, the solver either "gives up" with a solution that satisfies my LMIs and has an objective with a somewhat large duality gap (-1e-01 relative real gap), or "gives up" with a solution that does not satisfy my LMIs. In the latter case, I believe there exists a feasible solution, but the solver gives up with a solution outside the feasible set. In both cases, it typically reports "Stuck at edge of dual feasibility."</div><div class=""><br class=""></div><div class="">People have talked about similar issues in the CSDP archives, and Dr. Borchers states that scaling is often a good fix (<a href="https://urldefense.proofpoint.com/v2/url?u=https-3A__list.coin-2Dor.org_pipermail_csdp_2014-2DJanuary_000125.html&d=DwMFaQ&c=Ngd-ta5yRYsqeUsEDgxhcqsYYY1Xs5ogLxWPA_2Wlc4&r=kv9YjHgx2Q3T85jYlx6ozVwGCbdfroU5MhEqr2aByKQ&m=NbDTYgDutbbTwGYD3E_9dY7-6hX7Wu_M825HFuuZexk&s=YCW7GBNNYKnc6k28Pbs2R8oi6oYMNOAmgG7KvCInbgo&e=" class="">https://list.coin-or.org/pipermail/csdp/2014-January/000125.html</a>). I'm unfamiliar with this approach, is there a good reference that describes different ways to scale A and c, and how to unscale the solution obtained from solving the scaled problem?</div><div class=""><br class=""></div><div class="">Also, what is the criterion that determines the solver should "give up?" Can I change any solver parameters to prolong the effort (the routine always "gives up" before my specified maximum iterations, and I'd the solver to see if it can chug on the problem a little bit longer).</div><div class=""><br class=""></div><div class="">For reference, I've attached a problem and CSDP cannot solve but I believe is solvable.</div><div class=""><br class=""></div><div class="">Thanks,</div><div class="">Micah Fry</div><div class=""> <div class="gmail_chip gmail_drive_chip" style="width:396px;height:18px;max-height:18px;background-color:rgb(245,245,245);padding:5px;color:rgb(34,34,34);font-family:arial;font-style:normal;font-weight:bold;font-size:13px;border:1px solid rgb(221,221,221);line-height:1"><a href="https://urldefense.proofpoint.com/v2/url?u=https-3A__drive.google.com_a_vt.edu_file_d_0B-2DbHmaZTGpTrX1QtOVFfZ2hsd1U_view-3Fusp-3Ddrive-5Fweb&d=DwMFaQ&c=Ngd-ta5yRYsqeUsEDgxhcqsYYY1Xs5ogLxWPA_2Wlc4&r=kv9YjHgx2Q3T85jYlx6ozVwGCbdfroU5MhEqr2aByKQ&m=NbDTYgDutbbTwGYD3E_9dY7-6hX7Wu_M825HFuuZexk&s=SmirDTcJ-Vr0lOxu9MZ87uoXYSkKlwPjqhSyM1_VYdE&e=" target="_blank" style="display:inline-block;max-width:366px;overflow:hidden;text-overflow:ellipsis;white-space:nowrap;text-decoration:none;padding:1px 0;border:none" class=""><img style="vertical-align: bottom; border: none;" src="https://ssl.gstatic.com/docs/doclist/images/icon_10_generic_list.png" class=""> <span dir="ltr" style="color:rgb(17,85,204);text-decoration:none;vertical-align:bottom" class="">fry_prob.dat-s</span></a><img src="x-msg://ssl.gstatic.com/ui/v1/icons/common/x_8px.png" style="opacity: 0.55; cursor: pointer; float: right; position: relative; top: -1px; display: none;" class=""></div></div></div>
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