CVX can solve this problem, the status is as follows:
But, flag is 0, which means the last constraint is not satisfied. Why???
But, flag is 0, which means the last constraint is not satisfied. Why???
What is the numerical value of test1 - test2 ? Constraints are only enforced to within a tolerance. See http://cvxr.com/cvx/doc/solver.html#controlling-precision but also note what is written in http://cvxr.com/cvx/doc/advanced.html#the-successive-approximation-method
It’s basically the same kind of thing( tolerance) as from your dual variable value post from last year Why are the dual variables negative?