I have been using CVX to solve this problem (1):
If the A matrix is ill-conditioned, what are the effects on the SDTP3 algorithm performance? I have a limited set of matrices and I may choose one to use in (1). I probed a matrix best conditioned and the results were better than in other cases.
What is the theory that I can use to justify the need of the a matrix better conditioned in CVX?
Thank you very much!