[Csdp] SDP is dual infeasible

Hui Wu wuhuing at gmail.com
Thu Nov 14 20:17:18 EST 2013


One potential issue I can think about is the constraints are not enough to
make it bounded. I will add more constraints to see if it can be feasible.
Thanks again

Hui


On Thu, Nov 14, 2013 at 5:11 PM, Wendel Melo <wendelalexandre at gmail.com>wrote:

> 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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