Cvx never returns


Hi, I am trying to minimize the sum of entries of the vector “final.” x_rk is an R*K matrix whose maximum entry is around 11 and minimum entry is 5.9402e-06 (R is 100 and K is 1000). When I run the code, it keeps running and never returns (it is supposed to return). However, when I turn on “Pause on NaN or Inf,” it pauses and directs me to line 89 of the “cvxprob.m”:
‘iters’, Inf, …
Can someone tell me what’s the problem here? Thank you.

The code I have written is as follow:

variables y(K)
expression final(K)
for i = 1:K
final(i,1) = sum(exp(x_rk(1:R,i)y(i)))/R;
subject to
y >= 0;
y <= 1/2;
y == b;

(Mark L. Stone) #2

Follow the instructions in

and see whether that helps.