Algorithm cannot converge

[Mark_L_Stone]

Using SCA and CVX does not converge

https://x.com/themarklstone/status/1586795881168265216 Don’t apply crude, unsafeguarded (no Trust Region or Line Search) Successive Convex Approximation (SCA) to a new problem … unless your name happens to be Stephen Boyd. There’s a reason high quality non-convex nonlinear optimization solvers are more than 10 lines long. If you change the starting point and/or the solver you might get lucky. or you might not. You might be better off changing 1e-10 to 0,although I don’t know whether that …

SCA is generally unreliable, and might not converge to anything, let alone a global or even local optimum of the original problem.

You should try to improve numerical scaling of input data, for instance by changing units, so that all non-zero input data is within a small number of orders of magnitude of 1. That might help your overall SCA performance, but not necessarily. Different (better) initialization values for the “SCA” variables might help, but not necessarily.