hi,I am trying solve the simple problem:
- cvx_begin
- variable x(N)
- minimize(norm(x,1))
- subject to y==A*x
- cvx_end
and
N is about 3000
A is a 200×3000 matrix
then :
-
1|0.410|0.169|5.9e-001|1.4e+003|2.2e+009|
1.723168e+006 2.659794e+010| 0:0:01| chol -
linsysolve: Schur complement matrix not positive definite switch to LU
factor. lu 11 7 -
2|0.000|0.000|5.9e-001|1.3e+003|2.2e+009|
1.732572e+006 -1.981907e+012| 0:0:02| lu 16 ^10 -
6|0.000|0.000|5.9e-001|1.3e+003|2.5e+009|
1.916342e+006 -3.692768e+011| 0:0:07|
** Too many tiny steps: restarting with the following iterate.**
- [X,y,Z] = infeaspt(blk,At,C,b,2,1e5);
lu 14 11 - …………………………………………………………………………（Omit ）
- 65|0.000|0.000|5.1e+008|9.8e+003|1.7e+021|
2.377878e+019 -2.024410e+014| 0:1:12| - sqlp stop: primal or dual is diverging, 1.3e+015
number of iterations = 65
Total CPU time (secs) = 72.15
CPU time per iteration = 1.11
termination code = 3
Status: Failed
Optimal value (cvx_optval): NaN
can anyone tell me what’s going on here？！