[Csdp] SDP is dual infeasible

[Wendel Melo]

Maybe your problem is unbounded and so, CSDP is declaring infeasibility.
(We can say primal objective function getting huge vaules before CSDP stop).

Can you be sure your problem is not unbounded?


2013/11/14 Hui Wu <wuhuing at gmail.com>

> resend after joining the mail list :)
> On Nov 13, 2013 9:51 PM, "Hui Wu" <wuhuing at gmail.com> wrote:
>
>> 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
>>
>> *>>[x, y, z] = genSample();*
>> *Number of constraints: 6 *
>> *Number of SDP blocks: 1 *
>> *Number of LP vars: 0 *
>> *C block 1, blocksize, 6*
>> *Checking constraint 1 *
>> *Checking constraint 2 *
>> *Checking constraint 3 *
>> *Checking constraint 4 *
>> *Checking constraint 5 *
>> *Checking constraint 6 *
>> *Iter:  0 Ap: 0.00e+00 Pobj:  0.0000000e+00 Ad: 0.00e+00 Dobj:
>>  0.0000000e+00 *
>> *Iter:  1 Ap: 1.00e+00 Pobj:  2.4901133e+04 Ad: 6.77e-01 Dobj:
>>  3.0972415e+03 *
>> *Iter:  2 Ap: 1.00e+00 Pobj:  1.7734229e+05 Ad: 5.18e-01 Dobj:
>>  1.6715331e+02 *
>> *Iter:  3 Ap: 2.10e-02 Pobj:  9.3394935e+05 Ad: 2.66e-02 Dobj:
>>  1.2916856e+03 *
>> *Iter:  4 Ap: 1.00e+00 Pobj:  5.7585163e+07 Ad: 1.05e-01 Dobj:
>>  1.0092369e+03 *
>> *Iter:  5 Ap: 2.82e-03 Pobj:  5.3050644e+08 Ad: 2.97e-03 Dobj:
>>  8.2813968e+02 *
>> *Iter:  6 Ap: 1.29e-03 Pobj:  2.8396651e+09 Ad: 2.90e-03 Dobj:
>>  9.6682104e+02 *
>> *Declaring dual infeasibility.*
>> *Success: SDP is dual infeasible*
>> *Certificate of dual infeasibility: tr(CX)=1.00000e+00,
>> ||A(X)||=4.91757e-09*
>> *Elements time: 0.000010 *
>> *Factor time: 0.000045 *
>> *Other time: 0.000882 *
>> *Total time: 0.000937 *
>>
>> 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
>>
>> Hui
>>
>>
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-- 
Wendel
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