[Csdp] Failure: return code is 8

[Michael Poss]

Dear all,

I'm working on a complex network design problem involving robust
constraints, reformulated as linear matrix inequalities.
I'm trying to solve the problem using csdp. For small instances, everything
works fine, but for larger ones I get very quickly an error, given below.
Most of my constraints are linear constraints, more precisely, flow
conservation constraints.
Any clue on why this happens ?

Best regards,

Michael.

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Iter:  0 Ap: 0.00e+000 Pobj:  2.2969834e+008 Ad: 0.00e+000 Dobj:
 0.0000000e+000
Iter:  1 Ap: 8.79e-001 Pobj:  2.5279101e+008 Ad: 8.91e-001 Dobj:
 1.2389219e+011
Iter:  2 Ap: 8.09e-001 Pobj:  2.8075298e+008 Ad: 8.85e-001 Dobj:
 1.6902705e+011
Iter:  3 Ap: 5.08e-001 Pobj:  2.7716885e+008 Ad: 6.89e-001 Dobj:
 3.4354074e+011
Iter:  4 Ap: 3.80e-001 Pobj:  2.3436358e+008 Ad: 2.19e-001 Dobj:
 3.4354074e+011
Factorization of the system matrix failed, giving up.
Failure: return code is 8
Primal objective value: 2.3436358e+008
Dual objective value: 3.4354074e+011
Relative primal infeasibility: 1.28e+007
Relative dual infeasibility: 1.29e+004
Real Relative Gap: 9.99e-001
XZ Relative Gap: 4.26e+002
DIMACS error measures: 7.08e+007 0.00e+000 7.25e+005 0.00e+000 9.99e-001
4.26e+002
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