echo on
n = 10;
A = randn(2*n,n);
b = randn(2*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;
cvx_end
echo off
n = 10;
A = randn(2*n,n);
b = randn(2*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;
cvx_end
Calling sedumi: 20 variables, 10 equality constraints
For improved efficiency, sedumi is solving the dual problem.
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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 = 10, order n = 21, dim = 21, blocks = 1
nnz(A) = 200 + 0, nnz(ADA) = 100, nnz(L) = 55
it : b*y gap delta rate t/tP* t/tD* feas cg cg prec
0 : 4.71E+00 0.000
1 : 1.34E+01 1.22E+00 0.000 0.2587 0.9000 0.9000 -1.79 1 1 3.1E+01
2 : 6.72E+01 3.27E-01 0.000 0.2688 0.9000 0.9000 -0.78 1 1 2.0E+01
3 : 1.36E+03 1.14E-02 0.000 0.0347 0.9900 0.9900 -0.79 1 1 1.2E+01
4 : 2.96E+07 5.42E-07 0.077 0.0000 1.0000 1.0000 -1.00 1 1
Primal infeasible, dual improving direction found.
iter seconds |Ax| [Ay]_+ |x| |y|
4 0.0 0.0e+00 0.0e+00 0.0e+00 7.0e-01
Detailed timing (sec)
Pre IPM Post
1.000E-02 1.000E-02 0.000E+00
Max-norms: ||b||=1.576658e+00, ||c|| = 2.453744e+00,
Cholesky |add|=0, |skip| = 0, ||L.L|| = 1.
------------------------------------------------------------
Status: Unbounded
Optimal value (cvx_optval): -Inf
echo off