Increasing a precision


(OS) #1

I have an optimization problem, implemented in MATLAB and involves the rel_entr function.
I tried to use various solvers and the cvx_precision function and the best achieved accuracy is ~10^-12.
Unfortunately, I need better accuracy in the solution. Is there a way to increase the accuracy further beyond choosing a solver and a cvx_precision?

Thanks a lot,
Oron


(Michael C. Grant) #2

I’m afraid not. 10^-12 is outstanding accuracy. You cannot reasonably expect more with the solvers CVX uses. There are likely higher precision solvers out there but CVX doesn’t support them.


(OS) #3

Thanks Michael.
Could you please refer me to specific solvers that might help me to proceed with my problem.