[Csdp] Why would this Semidefinite Program be Dual Infeasible?
markisus at gmail.com
markisus at gmail.com
Mon Nov 24 17:54:42 EST 2014
I have posted this question to cs.stackexchange.com but then I thought maybe this mailing list is the better audience. I am new to CSDP and SDPs in general, so I’m not sure if my problem is a misunderstanding of SDPs or the software CSDP. CSDP is telling me that my problem is dual infeasible, even though setting all variables to 0 should provide a feasible solution. This is because I only have two constraints, L1 = 0 and L2 = 0, where L1 and L2 are linear functions of my variables Xij.
Here is my program in SPDA format, where I am focusing on the dual problem:
2
1
11
0.0 0.0
0 1 1 10 1.0
1 1 1 10 .25
1 1 3 10 .25
1 1 6 10 -.25
1 1 8 10 -.25
1 1 9 10 -.5
2 1 2 11 -3.0
2 1 3 11 -4.0
2 1 4 11 1.0
2 1 5 11 1.0
2 1 6 11 -4.0
2 1 7 11 3.0
2 1 9 11 1.0
Below is a link to my stackexchange post:
http://cs.stackexchange.com/questions/33478/why-would-this-semidefinite-program-be-dual-infeasible
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