[Csdp] SDP is dual infeasible

[Hui Wu]

yeah good analysis.

If primal is feasible, as my input is primal form, does it mean that the
output solution is feasible ? Thanks

Hui


On Thu, Nov 14, 2013 at 5:22 PM, Brian Borchers <borchers.brian at gmail.com>wrote:

>
>
>
> On Thu, Nov 14, 2013 at 6:17 PM, Hui Wu <wuhuing at gmail.com> wrote:
>
>> 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
>>
>
> It appears from the output that this problem is primal feasible and dual
> unbounded.  Additional constrains could result in a problem with an optimal
> solution.
>
>>
>> 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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>>
>
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