I am working on the N-dimensional time-series graphs. I wrote a CVX code to optimize a parameter where this parameter has the same dimension of the “number of nodes * number of times (observations)”.
When I run this code for a few numbers of nodes and times (eg N=4 and T=5) it works properly but when I increase them (eg N=50 and T 60) CVX cannot solve the problem and always reaches NaN.
Indeed I receive this message: Status: Infeasible
Optimal value (cvx_optval): +Inf
How can I increase the ability of CVX to solve high-order programs?
Thanks in advance