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 : b*y 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 c*x b*y

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