[Csdp] SDP is dual infeasible

[Hui Wu]

Hi All, after adding one constraint, the SDP is successfully solved. Really
appreciate all of you guys' analysis !

Hui



On Thu, Nov 14, 2013 at 5:24 PM, Hui Wu <wuhuing at gmail.com> wrote:

> 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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