[Csdp] SDP is dual infeasible

[Wendel Melo]

Yes. But CSDP is declaring dual infeasibility. If the dual is infeasible,
your (primal) problem can be unbounded or infeasible also.

> If it is unbounded, then it needs more constraints, right ?

More or less. Maybe yes, but maybe you have a mistake on your objective
function or in some constraint...


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

>
> 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
>>>>>
>>>>>
>>>> _______________________________________________
>>>> Csdp mailing list
>>>> Csdp at list.coin-or.org
>>>> http://list.coin-or.org/mailman/listinfo/csdp
>>>>
>>>>
>>>
>>>
>>> --
>>> Wendel
>>>
>>
>>
>


-- 
Wendel
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