[Csdp] Csdp Digest, Vol 27, Issue 4

Hui Wu wuhuing at gmail.com
Sat Nov 16 17:10:01 EST 2013 

Hi All, I am running csdp in Apache Pig (on hadoop actually), it works
well, but the issue is that I need to convert blockmatrix to a string
representation. Does anyone have any experience on this ? Thanks a lot

Hui




On Fri, Nov 15, 2013 at 9:35 AM, Hui Wu <wuhuing at gmail.com> wrote:

>  Thank Imre. Will try this solution.
>
> Hui
>
>
> On Fri, Nov 15, 2013 at 9:30 AM, Imre Pólik <imre.polik at gmail.com> wrote:
>
>> If your matrix X is actually rank 1, then it has a decomposition into
>> z*z'. In this case only one eigenvalue is nonzero, and the others are zero.
>>
>> The full eigenvalue decomposition is the sum of such rank-1 terms.
>>
>> The basic fact is that the rank of X is the number of its nonzero
>> eigenvalues (counted with multiplicities).
>> Imre
>>
>>
>> On Fri, Nov 15, 2013 at 12:26 PM, Hui Wu <wuhuing at gmail.com> wrote:
>>
>>>
>>> Hi Imre, thanks for your solution. Can you give me some references for
>>> explaining why that works ?
>>>
>>> Hui
>>>
>>>
>>> On Fri, Nov 15, 2013 at 9:07 AM, Imre Pólik <imre.polik at gmail.com>wrote:
>>>
>>>> This means that you want a rank-1 solution for your problem. This in
>>>> general is much harder than just solving an SDP. Your best bet is to
>>>> perform an engeivalue decomposition and choose the eigenvector that blongs
>>>> to the largest eigenvalue. If all the other eigenvalues are small, then you
>>>> are fine.
>>>>
>>>> Best,
>>>> Imre
>>>>
>>>>
>>>> On Fri, Nov 15, 2013 at 12:00 PM, <csdp-request at list.coin-or.org>wrote:
>>>>
>>>>> Send Csdp mailing list submissions to
>>>>>         csdp at list.coin-or.org
>>>>>
>>>>> To subscribe or unsubscribe via the World Wide Web, visit
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>>>>> or, via email, send a message with subject or body 'help' to
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>>>>>
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>>>>>
>>>>> When replying, please edit your Subject line so it is more specific
>>>>> than "Re: Contents of Csdp digest..."
>>>>>
>>>>>
>>>>> Today's Topics:
>>>>>
>>>>>    1. Re: SDP is dual infeasible (Wendel Melo)
>>>>>
>>>>>
>>>>> ----------------------------------------------------------------------
>>>>>
>>>>> Message: 1
>>>>> Date: Fri, 15 Nov 2013 04:23:59 -0500
>>>>> From: Wendel Melo <wendelalexandre at gmail.com>
>>>>> To: Hui Wu <wuhuing at gmail.com>
>>>>> Cc: Brian Borchers <borchers.brian at gmail.com>,  "csdp at list.coin-or.org
>>>>> "
>>>>>         <csdp at list.coin-or.org>
>>>>> Subject: Re: [Csdp] SDP is dual infeasible
>>>>> Message-ID:
>>>>>         <CAATj=
>>>>> 87UBTuRDhGNSbhLeW2tZFZ48a4uZMY_T5FzOKN9RkygPw at mail.gmail.com>
>>>>> Content-Type: text/plain; charset="iso-8859-1"
>>>>>
>>>>> 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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>>>>> ------------------------------
>>>>>
>>>>> _______________________________________________
>>>>> Csdp mailing list
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>>>>>
>>>>>
>>>>> End of Csdp Digest, Vol 27, Issue 4
>>>>> ***********************************
>>>>>
>>>>
>>>>
>>>>
>>>> --
>>>> http://imre.polik.net
>>>>
>>>> _______________________________________________
>>>> Csdp mailing list
>>>> Csdp at list.coin-or.org
>>>> http://list.coin-or.org/mailman/listinfo/csdp
>>>>
>>>>
>>>
>>
>>
>> --
>> http://imre.polik.net
>>
>
>
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