Dear Stone,thanks to your reply.
I put gamma data in the form of pictures,
just as you say, they have very extreme magnitudes (very close to 0),
The following is my result, under cvx2.1
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Calling SDPT3 4.0: 3621 variables, 1280 equality constraints
num. of constraints = 1280
dim. of sdp var = 2400, num. of sdp blk = 1200
dim. of linear var = 20
dim. of free var = 1 *** convert ublk to lblk
number of nearly dependent constraints = 60
To remove these constraints, re-run sqlp.m with OPTIONS.rmdepconstr = 1.
SDPT3: Infeasible path-following algorithms
version predcorr gam expon scale_data
HKM 1 0.000 1 0
it pstep dstep pinfeas dinfeas gap prim-obj dual-obj cputime
0|0.000|0.000|8.6e+00|2.0e+02|2.4e+05| 3.642686e-11 0.000000e+00| 0:0:01| spchol 1 1
1|0.000|0.000|8.6e+00|2.0e+02|3.7e+18| 3.642686e-11 -1.174478e+28| 0:0:01| spchol 1 2
2|0.000|0.000|8.6e+00|1.3e+04|8.3e+26| 4.035794e+00 -9.525936e+31| 0:0:01|
sqlp stop: primal or dual is diverging, 7.0e+17
number of iterations = 2
Total CPU time (secs) = 1.33
CPU time per iteration = 0.67
termination code = 3
DIMACS: 1.6e+02 0.0e+00 1.5e+04 0.0e+00 1.0e+00 8.7e-06
Status: Failed
Optimal value (cvx_optval): NaN
Calling Mosek 8.0.0.60: 3621 variables, 1280 equality constraints
MOSEK Version 8.0.0.60 (Build date: 2017-3-1 13:09:33)
Copyright © MOSEK ApS, Denmark. WWW: mosek.com
Platform: Windows/64-X86
MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col ‘’ (0) of matrix ‘A’.
MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col ‘’ (3) of matrix ‘A’.
MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col ‘’ (6) of matrix ‘A’.
MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col ‘’ (9) of matrix ‘A’.
MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col ‘’ (12) of matrix ‘A’.
MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col ‘’ (15) of matrix ‘A’.
MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col ‘’ (21) of matrix ‘A’.
MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col ‘’ (24) of matrix ‘A’.
MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col ‘’ (27) of matrix ‘A’.
MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col ‘’ (30) of matrix ‘A’.
Warning number 710 is disabled.
Problem
Name :
Objective sense : min
Type : CONIC (conic optimization problem)
Constraints : 1280
Cones : 1200
Scalar variables : 3621
Matrix variables : 0
Integer variables : 0
Optimizer started.
Conic interior-point optimizer started.
Presolve started.
Linear dependency checker started.
Linear dependency checker terminated.
Eliminator - tries : 0 time : 0.00
Lin. dep. - tries : 1 time : 0.02
Lin. dep. - number : 0
Presolve terminated. Time: 0.03
Interior-point optimizer terminated. Time: 0.11.
MOSEK PRIMAL INFEASIBILITY REPORT.
Problem status: The problem is primal infeasible
Optimizer terminated. Time: 0.17
Interior-point solution summary
Problem status : PRIMAL_INFEASIBLE
Solution status : PRIMAL_INFEASIBLE_CER
Dual. obj: 1.0000000000e+000 nrm: 1e+000 Viol. con: 0e+000 var: 5e-011 cones: 0e+000
Optimizer summary
Optimizer - time: 0.17
Interior-point - iterations : 0 time: 0.11
Basis identification - time: 0.00
Primal - iterations : 0 time: 0.00
Dual - iterations : 0 time: 0.00
Clean primal - iterations : 0 time: 0.00
Clean dual - iterations : 0 time: 0.00
Simplex - time: 0.00
Primal simplex - iterations : 0 time: 0.00
Dual simplex - iterations : 0 time: 0.00
Mixed integer - relaxations: 0 time: 0.00
Status: Infeasible
Optimal value (cvx_optval): -Inf
Calling SeDuMi 1.34: 3621 variables, 1280 equality constraints
SeDuMi 1.34 (beta) by AdvOL, 2005-2008 and Jos F. Sturm, 1998-2003.
Alg = 2: xz-corrector, Adaptive Step-Differentiation, theta = 0.250, beta = 0.500
Split 1 free variables
eqs m = 1280, order n = 2423, dim = 3623, blocks = 1201
nnz(A) = 6060 + 0, nnz(ADA) = 8860, nnz(L) = 5070
it : by gap delta rate t/tP t/tD* feas cg cg prec
0 : 8.36E-03 0.000
1 : -2.23E+05 2.79E-03 0.000 0.3340 0.9000 0.9000 -1.00 1 1 5.0E+00
2 : -3.36E+05 1.14E-03 0.000 0.4071 0.9000 0.9000 -1.00 19 19 5.0E+00
3 : -1.49E+05 2.23E-04 0.000 0.1958 0.0000 0.9000 -1.00 21 21 5.0E+00
4 : -1.72E+05 9.45E-05 0.000 0.4246 0.9121 0.9000 -1.00 20 20 5.0E+00
Run into numerical problems.
iter seconds digits cx by
4 1.9 -0.0 3.9627965484e+01 -1.7206323965e+05
|Ax-b| = 6.4e+01, [Ay-c]_+ = 1.8E+00, |x|= 1.5e+03, |y|= 1.5e+11
No sensible solution found.
Detailed timing (sec)
Pre IPM Post
5.540E-01 1.280E+00 7.900E-02
Max-norms: ||b||=1, ||c|| = 1,
Cholesky |add|=1, |skip| = 11, ||L.L|| = 1.
Status: Failed
Optimal value (cvx_optval): NaN
really really thank you