echo on
n = 100;
A = randn(0.5*n,n);
b = randn(0.5*n,1);
c = randn(n,1);
d = randn;
cvx_begin
variable x(n)
dual variables y z
minimize( c' * x + d )
subject to
y : A * x == b;
z : x >= 0;
cvx_end
echo off
n = 100;
A = randn(0.5*n,n);
b = randn(0.5*n,1);
c = randn(n,1);
d = randn;
cvx_begin
variable x(n)
dual variables y z
minimize( c' * x + d )
subject to
y : A * x == b;
z : x >= 0;
cvx_end
Calling sedumi: 100 variables, 50 equality constraints
------------------------------------------------------------
SeDuMi 1.21 by AdvOL, 2005-2008 and Jos F. Sturm, 1998-2003.
Alg = 2: xz-corrector, Adaptive Step-Differentiation, theta = 0.250, beta = 0.500
eqs m = 50, order n = 101, dim = 101, blocks = 1
nnz(A) = 5000 + 0, nnz(ADA) = 2500, nnz(L) = 1275
it : b*y gap delta rate t/tP* t/tD* feas cg cg prec
0 : 2.12E+00 0.000
1 : -8.09E-01 7.83E-01 0.000 0.3694 0.9000 0.9000 -0.53 1 1 3.5E+01
2 : -2.53E+00 2.90E-01 0.000 0.3700 0.9000 0.9000 0.14 1 1 2.0E+01
3 : -2.82E+00 8.96E-02 0.000 0.3094 0.9000 0.9000 -0.21 1 1 1.5E+01
4 : -3.12E+00 5.69E-03 0.000 0.0634 0.9900 0.9900 -0.74 1 1 1.7E+01
5 : -2.98E+00 1.84E-06 0.000 0.0003 0.9999 0.9999 -0.98 1 1
Dual infeasible, primal improving direction found.
iter seconds |Ax| [Ay]_+ |x| |y|
5 0.0 3.0e-14 1.6e-18 1.7e+01 1.0e-18
Detailed timing (sec)
Pre IPM Post
1.000E-02 2.000E-02 0.000E+00
Max-norms: ||b||=2.651167e+00, ||c|| = 2.521543e+00,
Cholesky |add|=0, |skip| = 0, ||L.L|| = 1.
------------------------------------------------------------
Status: Unbounded
Optimal value (cvx_optval): -Inf
echo off