Hi, I have the following CVX code that I am running with a matrix less than 10,000 x 10,000 and a respective size vector. When running, it calls for SDPT3 to solve but it takes ~40 minutes to run. My understanding is it should not take a long computational time.

Am I applying the equation wrong?

cvx_begin

cvx_solver

variable x(n)minimize norm((A_matrixA

x-b_vectorA),2)+norm((A_matrixDx-b_vectorD),2)subject to

cvx_end

The information given by CVX is as follows:

```
Calling SDPT3 4.0: 15604 variables, 9925 equality constraints
For improved efficiency, SDPT3 is solving the dual problem.
------------------------------------------------------------
num. of constraints = 9925
dim. of socp var = 15604, num. of socp blk = 2
*******************************************************************
SDPT3: Infeasible path-following algorithms
*******************************************************************
version predcorr gam expon scale_data
NT 1 0.000 1 0
```