[Csdp] SDP is dual infeasible

[Wendel Melo]

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

I suppose that decomposition is not possible for all matrix X


2013/11/15 Hui Wu <wuhuing at gmail.com>

> 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
>>>>>
>>>>>
>>>>
>>>
>>
>


-- 
Wendel
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