[Csdp] SDP is dual infeasible

[Hui Wu]

Hi guys, one more question. After I get X, how can I get the vector of z,
which satisfies z' * z = X. I tried Cholesky Decomposition in Matlab, it
can only get an upper/lower triangular matrix. Any pkg to decompose X to a
vector z ? Thanks


Hui



On Thu, Nov 14, 2013 at 10:20 PM, Hui Wu <wuhuing at gmail.com> wrote:

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