When I use the SDP3 solver to solve the SDP problem. The command window shows as follows:
SDPT3: Infeasible path-following algorithms.
What does the above sentence mean?
The status is “Unbound” and cvx_optval is “+Inf” .
However, I have checked the formulated problem. The cvx_optval cannot be “+Inf” as I analysed.
I have searched the corresponding problem, i.e., the problem of “Unbound”.
You have replied as follows:
The solver ran into numerical difficulty. Perhaps a different solver will do better. It may be that the scaling of your problem is bad, and the solver would work better if you changed the units in your problem to make the coefficients closer to 1 in magnitude (i.e., no very large or small exponents).
Actually, I have scaled of my problem. But I think that the scaling method I used is applicable, although the values of the introduced scaling variables may be samll.
Can I try to use the other solver? Which solver is better?