[Csdp] SDP is dual infeasible

[Hui Wu]

Hi Wendel, if it is unbounded, it means there is no optimal solution, but
there should have feasible solutions, right ?

Hui


On Thu, Nov 14, 2013 at 4:58 PM, Hui Wu <wuhuing at gmail.com> wrote:

> I am not too sure ...
> If it is unbounded, then it needs more constraints, right ?
>
> Appreciate your analysis !
>
> Hui
>
>
> On Thu, Nov 14, 2013 at 4:56 PM, Wendel Melo <wendelalexandre at gmail.com>wrote:
>
>> 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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