Why CVX can't solve myconvex problem with the constraint of log-funciton


#1

My optimization problem is convex with the log-function constraint.

The error is

CVX Warning:
Models involving “log” or other functions in the log, exp, and entropy
family are solved using an experimental successive approximation method.
This method is slower and less reliable than the method CVX employs for
other models. Please see the section of the user’s guide entitled
The successive approximation method
for more details about the approach, and for instructions on how to
suppress this warning message in the future.

linsysolve: solution contains NaN or inf.

My cvx version is:
CVX: Software for Disciplined Convex Programming ©2014 CVX Research
Version 2.1, Build 1110 (66e9a9c) Wed Jun 10 21:43:38 2015

My MATLAB version is 2015b

And i have tried other solver with the code " cvx_solver sdpt3" or “cvx_solver sedumi”. However, the same error information is presented.

I am helpless. Looking forward to reply. Many thanks.


(Michael C. Grant) #2

The documentation is sufficiently clear on this issue. I’m afraid there is not much to be done here…

…EXCEPT that CVX 3.0 beta plus the ECOS solver might be a better bet, because ECOS has some direct support for log/exp family expressions.


(Mark L. Stone) #3

Is SCS under CVX 3.0 beta another option to make use of native exponential cone capability? Albeit by first order method in SCS.


(Michael C. Grant) #4

Good point, that might work as well. I’m afraid I’ve given neither a sufficiently exhaustive study to say with any certainty.