Hi! I am trying to solve a second order cone programming problem in cvx. However, I am getting “status:Failed”, “optimal value: NaN”, and “cvx_slvitr=100”. I noticed that in all the SOCP problems that I have solved so far, the number of iterations was always less than 100. I wonder if it is possible to pre-specify cvx_slvitr so that I can get the optimal value in this problem (maybe set the value more than 100. If so, please suggest any reference). Or should I try it on a computer with better specs?
(I saw the site on solvers also http://cvxr.com/cvx/doc/solver.html, but it doesn’t say anything about changing the number of iterations.)
So in case like this it is always a good idea to post the log output.
You can also try another optimizer e.g. Mosek might be a good idea.
You can use cvx_solver_settings, which is documented at http://cvxr.com/cvx/doc/solver.html#advanced-solver-settings to change any solver setting from its default. You need to consult the solver documentation to find the parameter name for the solver you are using.
That said, please follow @Erling’s advice.
Thank you. I will try running in Mosek. If still, I am unable to solve it, I will get back with my code.