I am solving a semidefinite programming (see the following code). I have checked it is feasible (I can find a simple feasible solution). However when I solve this problem with mosek and achieve an opt solution, i find this solution violates some constraints, can anybody tell me why this happens?? Thank you.
%%-----------------Matlab Code-------------------------------------------------------------------------------
cvx_begin
variable X(n+1,n+1) symmetric
minimize (trace(A0*X)+t0*k0);
subject to
for i=1:260
trace(A(:,:,i)*X) <= c(i);
end
for i=261:403
trace(A(:,:,i)*X)==c(i);
end
X==semidefinite(n+1);
diag(X)==ones(n+1,1);
cvx_end