[Csdp] Csdp Digest, Vol 27, Issue 4

Hui Wu wuhuing at gmail.com
Sat Nov 16 17:49:15 EST 2013 

Please forget about it, I found the solution by reading writesol.c . Sorry
for the interruption !

Hui


On Sat, Nov 16, 2013 at 2:10 PM, Hui Wu <wuhuing at gmail.com> wrote:

>
> 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
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>>>>>>
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>>>>>> or, via email, send a message with subject or body 'help' to
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>>>>>>
>>>>>> You can reach the person managing the list at
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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
>>>>>> Csdp at list.coin-or.org
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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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