CVX failed but automatically proceed to the next iteration

As shown in the topic, CVX failed after some iterations.

What’s the initial point when it proceed to the next iteration, and at this time, can the results be trusted?

I have no idea what you’re talking about. Please show your complete program and all solver and CVX output.

Sorry, I didn’t make myself clear. Something like:

In this iteration, CVX is failed, but the process is still going on for next iteration.

In my code, each iteration needs an initial point which is the optimal solution obtained from the previous iteration. So I want to know when CVX is failed but the process continues, what is the initial point in this iteration?

This is still not clear. You have now shown the complete program. CVX finished with Status Failed. Whatever logic you employed to then solve a new CVX problem depends on your MATLAB program and not on CVX. CVX does not use user-provided initial points. If your MATLAB program uses them as input data to a subsequent CVX problem, that has to do with your MATLAB program, not with CVX.

From the pieces of output one can deduce that MOSEK did not solve the problem, probably solution status was UNKNOWN, which means it was unable to cope numerically on that specific problem.

Why not copy-paste the complete log output from the solver.

Hello, Michal. Here is the complete log output from CVX:

CVX Warning:

  • Models involving “log” or other functions in the log, exp, and entropy*
  • family are solved using an experimental successive approximation method.*
  • This method is slower and less reliable than the method CVX employs for*
  • other models. Please see the section of the user’s guide entitled*
  •   The successive approximation method*
    
  • for more details about the approach, and for instructions on how to*
  • suppress this warning message in the future.*

Calling Mosek 9.1.9: 205 variables, 106 equality constraints
------------------------------------------------------------

MOSEK Version 9.1.9 (Build date: 2019-11-21 11:34:40)
Copyright © MOSEK ApS, Denmark. WWW: mosek.com
Platform: Windows/64-X86

MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col ‘’ (11) of matrix ‘A’.
MOSEK warning 710: #2 (nearly) zero elements are specified in sparse col ‘’ (15) of matrix ‘A’.
MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col ‘’ (16) of matrix ‘A’.
MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col ‘’ (17) of matrix ‘A’.
MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col ‘’ (18) 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 ‘’ (22) of matrix ‘A’.
MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col ‘’ (23) 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’.
Warning number 710 is disabled.
Problem

  • Name : *
  • Objective sense : min *
  • Type : CONIC (conic optimization problem)*
  • Constraints : 106 *
  • Cones : 36 *
  • Scalar variables : 205 *
  • Matrix variables : 0 *
  • Integer variables : 0 *

Optimizer started.
Presolve started.
Linear dependency checker started.
Linear dependency checker terminated.
Eliminator started.
Freed constraints in eliminator : 4
Eliminator terminated.
Eliminator started.
Freed constraints in eliminator : 0
Eliminator terminated.
*Eliminator - tries : 2 time : 0.00 *
*Lin. dep. - tries : 1 time : 0.00 *
*Lin. dep. - number : 0 *
*Presolve terminated. Time: 0.01 *
Problem

  • Name : *
  • Objective sense : min *
  • Type : CONIC (conic optimization problem)*
  • Constraints : 106 *
  • Cones : 36 *
  • Scalar variables : 205 *
  • Matrix variables : 0 *
  • Integer variables : 0 *

*Optimizer - threads : 16 *
*Optimizer - solved problem : the primal *
Optimizer - Constraints : 90
Optimizer - Cones : 36
*Optimizer - Scalar variables : 186 conic : 168 *
*Optimizer - Semi-definite variables: 0 scalarized : 0 *
*Factor - setup time : 0.00 dense det. time : 0.00 *
*Factor - ML order time : 0.00 GP order time : 0.00 *
*Factor - nonzeros before factor : 655 after factor : 885 *
*Factor - dense dim. : 0 flops : 1.45e+04 *
*ITE PFEAS DFEAS GFEAS PRSTATUS POBJ DOBJ MU TIME *
*0 4.9e+00 8.2e+00 1.7e+01 0.00e+00 9.106222390e+00 -6.915306005e+00 1.0e+00 0.03 *
*1 1.5e+00 2.5e+00 5.4e+00 -5.90e-01 2.018348061e+00 -6.067796776e+00 3.1e-01 0.08 *
*2 7.1e-01 1.2e+00 1.9e+00 3.93e-01 -6.068275937e+00 -1.060732951e+01 1.5e-01 0.08 *
*3 2.1e-01 3.5e-01 3.2e-01 7.01e-01 -9.345612808e+00 -1.081658530e+01 4.3e-02 0.08 *
*4 7.6e-02 1.3e-01 7.0e-02 8.58e-01 -1.225743621e+01 -1.280580953e+01 1.6e-02 0.08 *
*5 1.5e-02 2.5e-02 5.7e-03 1.12e+00 -1.309041578e+01 -1.319162521e+01 3.1e-03 0.08 *
*6 1.9e-03 3.2e-03 2.2e-04 1.14e+00 -1.330863034e+01 -1.332049085e+01 3.9e-04 0.08 *
*7 1.4e-04 2.2e-04 3.9e-06 1.07e+00 -1.333657717e+01 -1.333739175e+01 2.7e-05 0.08 *
*8 8.3e-06 1.4e-05 5.7e-08 1.05e+00 -1.333890545e+01 -1.333895410e+01 1.7e-06 0.09 *
*9 1.8e-06 2.9e-06 5.6e-09 1.01e+00 -1.333902040e+01 -1.333903070e+01 3.6e-07 0.09 *
*10 2.7e-07 4.4e-07 3.6e-10 1.00e+00 -1.333902731e+01 -1.333902886e+01 5.4e-08 0.09 *
*11 1.4e-08 2.9e-08 6.0e-12 1.00e+00 -1.333903044e+01 -1.333903054e+01 3.5e-09 0.09 *
*Optimizer terminated. Time: 0.13 *

Interior-point solution summary

  • Problem status : PRIMAL_AND_DUAL_FEASIBLE*
  • Solution status : OPTIMAL*
  • Primal. obj: -1.3339030442e+01 nrm: 4e+02 Viol. con: 2e-06 var: 2e-08 cones: 0e+00 *
  • Dual. obj: -1.3339030542e+01 nrm: 9e+00 Viol. con: 0e+00 var: 1e-08 cones: 0e+00 *
    Optimizer summary
  • Optimizer - time: 0.13 *
  • Interior-point - iterations : 11 time: 0.09 *
  •  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: Solved
Optimal value (cvx_optval): +13.339

459 Wmn1=Wmn;

  • 1*
    

Calling Mosek 9.1.9: 205 variables, 106 equality constraints
------------------------------------------------------------

MOSEK Version 9.1.9 (Build date: 2019-11-21 11:34:40)
Copyright © MOSEK ApS, Denmark. WWW: mosek.com
Platform: Windows/64-X86

MOSEK warning 710: #2 (nearly) zero elements are specified in sparse col ‘’ (8) of matrix ‘A’.
MOSEK warning 710: #2 (nearly) zero elements are specified in sparse col ‘’ (15) of matrix ‘A’.
MOSEK warning 710: #2 (nearly) zero elements are specified in sparse col ‘’ (16) of matrix ‘A’.
MOSEK warning 710: #2 (nearly) zero elements are specified in sparse col ‘’ (17) of matrix ‘A’.
MOSEK warning 710: #2 (nearly) zero elements are specified in sparse col ‘’ (18) of matrix ‘A’.
MOSEK warning 710: #2 (nearly) zero elements are specified in sparse col ‘’ (33) of matrix ‘A’.
MOSEK warning 710: #2 (nearly) zero elements are specified in sparse col ‘’ (34) of matrix ‘A’.
MOSEK warning 710: #2 (nearly) zero elements are specified in sparse col ‘’ (35) of matrix ‘A’.
MOSEK warning 710: #2 (nearly) zero elements are specified in sparse col ‘’ (36) of matrix ‘A’.
MOSEK warning 710: #2 (nearly) zero elements are specified in sparse col ‘’ (51) of matrix ‘A’.
Warning number 710 is disabled.
Problem

  • Name : *
  • Objective sense : min *
  • Type : CONIC (conic optimization problem)*
  • Constraints : 106 *
  • Cones : 36 *
  • Scalar variables : 205 *
  • Matrix variables : 0 *
  • Integer variables : 0 *

Optimizer started.
Presolve started.
Linear dependency checker started.
Linear dependency checker terminated.
Eliminator started.
Freed constraints in eliminator : 5
Eliminator terminated.
Eliminator started.
Freed constraints in eliminator : 0
Eliminator terminated.
*Eliminator - tries : 2 time : 0.00 *
*Lin. dep. - tries : 1 time : 0.00 *
*Lin. dep. - number : 0 *
*Presolve terminated. Time: 0.01 *
Problem

  • Name : *
  • Objective sense : min *
  • Type : CONIC (conic optimization problem)*
  • Constraints : 106 *
  • Cones : 36 *
  • Scalar variables : 205 *
  • Matrix variables : 0 *
  • Integer variables : 0 *

*Optimizer - threads : 16 *
*Optimizer - solved problem : the primal *
Optimizer - Constraints : 89
Optimizer - Cones : 36
*Optimizer - Scalar variables : 186 conic : 168 *
*Optimizer - Semi-definite variables: 0 scalarized : 0 *
*Factor - setup time : 0.00 dense det. time : 0.00 *
*Factor - ML order time : 0.00 GP order time : 0.00 *
*Factor - nonzeros before factor : 614 after factor : 894 *
*Factor - dense dim. : 0 flops : 1.55e+04 *
*ITE PFEAS DFEAS GFEAS PRSTATUS POBJ DOBJ MU TIME *
*0 1.6e+00 8.2e+00 1.7e+01 0.00e+00 9.106222390e+00 -6.915306005e+00 1.0e+00 0.03 *
*1 5.0e-01 2.6e+00 5.8e+00 -6.28e-01 -7.649138412e+00 -1.623790733e+01 3.2e-01 0.06 *
*2 2.2e-01 1.2e+00 2.0e+00 3.31e-01 -1.481468967e+01 -1.951686620e+01 1.4e-01 0.06 *
*3 8.2e-02 4.3e-01 5.3e-01 5.50e-01 -1.921414095e+01 -2.126820072e+01 5.2e-02 0.08 *
*4 4.1e-02 2.1e-01 2.3e-01 4.53e-01 -2.362382246e+01 -2.486694088e+01 2.6e-02 0.08 *
*5 2.3e-02 1.2e-01 8.9e-02 8.94e-01 -2.460977970e+01 -2.529277490e+01 1.4e-02 0.08 *
*6 4.9e-03 2.5e-02 9.3e-03 7.41e-01 -2.723510034e+01 -2.739387504e+01 3.1e-03 0.08 *
*7 5.6e-04 2.9e-03 3.4e-04 1.09e+00 -2.769681184e+01 -2.771404525e+01 3.5e-04 0.08 *
*8 2.1e-04 1.1e-03 8.3e-05 9.96e-01 -2.772670447e+01 -2.773331348e+01 1.3e-04 0.08 *
*9 1.3e-04 6.8e-04 4.2e-05 7.79e-01 -2.773499041e+01 -2.773922295e+01 8.4e-05 0.08 *
*10 6.8e-05 3.5e-04 1.8e-05 8.56e-01 -2.773938106e+01 -2.774173919e+01 4.3e-05 0.09 *
*11 3.1e-05 1.6e-04 5.1e-06 9.83e-01 -2.774486586e+01 -2.774590045e+01 1.9e-05 0.09 *
*12 4.1e-06 2.1e-05 2.4e-07 1.02e+00 -2.774827926e+01 -2.774841629e+01 2.6e-06 0.09 *
*13 7.1e-07 3.7e-06 1.6e-08 1.10e+00 -2.774869113e+01 -2.774871406e+01 4.5e-07 0.09 *
*14 5.9e-08 3.1e-07 4.2e-10 1.02e+00 -2.774871373e+01 -2.774871559e+01 4.0e-08 0.09 *
*15 7.9e-09 2.6e-09 5.6e-14 1.00e+00 -2.774871933e+01 -2.774871934e+01 1.1e-10 0.09 *
*Optimizer terminated. Time: 0.11 *

Interior-point solution summary

  • Problem status : PRIMAL_AND_DUAL_FEASIBLE*
  • Solution status : OPTIMAL*
  • Primal. obj: -2.7748719333e+01 nrm: 3e+02 Viol. con: 3e-06 var: 3e-10 cones: 6e-11 *
  • Dual. obj: -2.7748719338e+01 nrm: 2e+01 Viol. con: 0e+00 var: 9e-09 cones: 0e+00 *
    Optimizer summary
  • Optimizer - time: 0.11 *
  • Interior-point - iterations : 15 time: 0.09 *
  •  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: Solved
Optimal value (cvx_optval): +27.7487

Calling Mosek 9.1.9: 205 variables, 106 equality constraints
------------------------------------------------------------

MOSEK Version 9.1.9 (Build date: 2019-11-21 11:34:40)
Copyright © MOSEK ApS, Denmark. WWW: mosek.com
Platform: Windows/64-X86

MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col ‘’ (91) of matrix ‘A’.
MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col ‘’ (92) of matrix ‘A’.
MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col ‘’ (97) of matrix ‘A’.
MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col ‘’ (98) of matrix ‘A’.
MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col ‘’ (109) of matrix ‘A’.
MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col ‘’ (110) of matrix ‘A’.
MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col ‘’ (115) of matrix ‘A’.
MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col ‘’ (116) of matrix ‘A’.
MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col ‘’ (121) of matrix ‘A’.
MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col ‘’ (122) of matrix ‘A’.
Warning number 710 is disabled.
Problem

  • Name : *
  • Objective sense : min *
  • Type : CONIC (conic optimization problem)*
  • Constraints : 106 *
  • Cones : 36 *
  • Scalar variables : 205 *
  • Matrix variables : 0 *
  • Integer variables : 0 *

Optimizer started.
Presolve started.
Linear dependency checker started.
Linear dependency checker terminated.
Eliminator started.
Freed constraints in eliminator : 4
Eliminator terminated.
Eliminator started.
Freed constraints in eliminator : 0
Eliminator terminated.
*Eliminator - tries : 2 time : 0.00 *
*Lin. dep. - tries : 1 time : 0.00 *
*Lin. dep. - number : 0 *
*Presolve terminated. Time: 0.02 *
Problem

  • Name : *
  • Objective sense : min *
  • Type : CONIC (conic optimization problem)*
  • Constraints : 106 *
  • Cones : 36 *
  • Scalar variables : 205 *
  • Matrix variables : 0 *
  • Integer variables : 0 *

*Optimizer - threads : 16 *
*Optimizer - solved problem : the primal *
Optimizer - Constraints : 90
Optimizer - Cones : 37
*Optimizer - Scalar variables : 190 conic : 170 *
*Optimizer - Semi-definite variables: 0 scalarized : 0 *
*Factor - setup time : 0.00 dense det. time : 0.00 *
*Factor - ML order time : 0.00 GP order time : 0.00 *
*Factor - nonzeros before factor : 596 after factor : 657 *
*Factor - dense dim. : 0 flops : 9.39e+03 *
*ITE PFEAS DFEAS GFEAS PRSTATUS POBJ DOBJ MU TIME *
*0 1.2e+01 8.2e+00 1.7e+01 0.00e+00 9.106222390e+00 -6.915306005e+00 1.0e+00 0.02 *
*1 4.4e+00 3.1e+00 8.8e+00 -8.21e-01 -5.699921348e+00 -1.773855619e+01 3.8e-01 0.06 *
*2 1.8e+00 1.3e+00 2.6e+00 4.24e-02 -8.544871330e+00 -1.463055335e+01 1.6e-01 0.06 *
*3 1.0e+00 7.1e-01 1.6e+00 8.30e-02 -2.590064414e+01 -3.070459332e+01 8.7e-02 0.06 *
*4 2.8e-01 2.0e-01 2.5e-01 6.39e-01 -3.052738818e+01 -3.202516400e+01 2.4e-02 0.06 *
*5 1.4e-01 9.9e-02 1.5e-01 1.56e-01 -4.228839957e+01 -4.341535828e+01 1.2e-02 0.06 *
*6 3.9e-02 2.8e-02 2.5e-02 6.71e-01 -4.588039153e+01 -4.622040216e+01 3.4e-03 0.06 *
*7 1.8e-02 1.3e-02 1.6e-02 6.55e-02 -5.564842926e+01 -5.581601050e+01 1.6e-03 0.06 *
*8 5.4e-03 3.9e-03 2.9e-03 6.60e-01 -5.848016955e+01 -5.852386770e+01 4.7e-04 0.06 *
*9 2.2e-03 1.6e-03 1.6e-03 1.00e-01 -6.770536024e+01 -6.761337608e+01 1.9e-04 0.08 *
*10 6.4e-04 4.6e-04 3.0e-04 6.48e-01 -7.010262681e+01 -7.005499111e+01 5.6e-05 0.08 *
*11 2.6e-04 1.8e-04 1.8e-04 -2.61e-02 -7.949314469e+01 -7.932071799e+01 2.2e-05 0.08 *
*12 7.3e-05 5.2e-05 3.3e-05 5.77e-01 -8.186015964e+01 -8.178386405e+01 6.3e-06 0.08 *
*13 2.3e-05 1.6e-05 1.5e-05 4.79e-02 -9.132492511e+01 -9.114768067e+01 2.0e-06 0.08 *
*14 6.9e-06 4.9e-06 3.2e-06 5.40e-01 -9.360781521e+01 -9.351296494e+01 6.0e-07 0.08 *
*15 2.4e-06 1.7e-06 1.7e-06 -9.18e-02 -1.026815627e+02 -1.024690691e+02 2.1e-07 0.08 *
*16 6.2e-07 4.4e-07 2.8e-07 4.90e-01 -1.052484989e+02 -1.051582271e+02 5.4e-08 0.08 *
*17 3.2e-07 2.3e-07 1.8e-07 -7.54e-02 -1.091595782e+02 -1.090175616e+02 2.8e-08 0.09 *
*18 6.8e-08 4.9e-08 4.2e-08 -4.12e-02 -1.163180979e+02 -1.161443418e+02 5.9e-09 0.09 *
*19 1.8e-08 1.3e-08 1.2e-08 -5.93e-03 -1.219071371e+02 -1.217051072e+02 1.6e-09 0.09 *
*20 4.7e-09 3.4e-09 3.2e-09 5.32e-02 -1.267499064e+02 -1.265401755e+02 4.1e-10 0.09 *
*21 1.2e-09 3.3e-09 9.0e-10 8.20e-02 -1.328579210e+02 -1.326174262e+02 1.1e-10 0.09 *
*22 4.1e-10 7.2e-09 2.7e-10 4.13e-01 -1.359199662e+02 -1.357248565e+02 3.6e-11 0.09 *
*23 2.1e-10 2.6e-08 1.7e-10 -1.47e-01 -1.418765140e+02 -1.415589910e+02 1.7e-11 0.09 *
*24 7.6e-11 9.4e-09 2.8e-11 5.51e-01 -1.417171355e+02 -1.416385830e+02 5.9e-12 0.09 *
*25 4.0e-11 1.8e-08 1.5e-11 7.47e-02 -1.432582860e+02 -1.431842532e+02 3.3e-12 0.09 *
*26 9.7e-12 4.4e-09 2.5e-12 4.76e-01 -1.441964557e+02 -1.441629051e+02 8.1e-13 0.11 *
*27 3.2e-12 1.4e-09 5.7e-13 7.09e-01 -1.440746754e+02 -1.440584197e+02 2.6e-13 0.11 *
*28 3.2e-12 1.4e-09 5.7e-13 8.13e-01 -1.440746754e+02 -1.440584197e+02 2.6e-13 0.11 *
*29 3.2e-12 1.4e-09 5.7e-13 7.29e-01 -1.440746754e+02 -1.440584197e+02 2.6e-13 0.11 *
*30 2.4e-12 1.3e-09 4.9e-13 7.34e-01 -1.440673544e+02 -1.440523897e+02 2.3e-13 0.11 *
*31 1.4e-12 5.9e-10 2.3e-13 7.46e-01 -1.440360863e+02 -1.440262524e+02 1.3e-13 0.11 *
*32 1.4e-12 5.9e-10 2.3e-13 8.01e-01 -1.440358731e+02 -1.440260659e+02 1.3e-13 0.11 *
*33 1.4e-12 5.9e-10 2.3e-13 8.01e-01 -1.440358731e+02 -1.440260659e+02 1.3e-13 0.11 *
*34 1.4e-12 5.9e-10 2.3e-13 8.02e-01 -1.440358731e+02 -1.440260659e+02 1.3e-13 0.13 *
*Optimizer terminated. Time: 0.14 *

Interior-point solution summary

  • Problem status : UNKNOWN*
  • Solution status : UNKNOWN*
  • Primal. obj: -1.4403587310e+02 nrm: 5e+06 Viol. con: 2e-01 var: 6e-08 cones: 0e+00 *
  • Dual. obj: -1.4402606592e+02 nrm: 2e+06 Viol. con: 0e+00 var: 2e-04 cones: 0e+00 *
    Optimizer summary
  • Optimizer - time: 0.14 *
  • Interior-point - iterations : 35 time: 0.13 *
  •  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: Inaccurate/Solved
Optimal value (cvx_optval): +144.036

  • 1*
    

Calling Mosek 9.1.9: 205 variables, 106 equality constraints
------------------------------------------------------------

MOSEK Version 9.1.9 (Build date: 2019-11-21 11:34:40)
Copyright © MOSEK ApS, Denmark. WWW: mosek.com
Platform: Windows/64-X86

MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col ‘’ (91) of matrix ‘A’.
MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col ‘’ (92) of matrix ‘A’.
MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col ‘’ (97) of matrix ‘A’.
MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col ‘’ (98) of matrix ‘A’.
MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col ‘’ (109) of matrix ‘A’.
MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col ‘’ (110) of matrix ‘A’.
MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col ‘’ (115) of matrix ‘A’.
MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col ‘’ (116) of matrix ‘A’.
MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col ‘’ (121) of matrix ‘A’.
MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col ‘’ (122) of matrix ‘A’.
Warning number 710 is disabled.
Problem

  • Name : *
  • Objective sense : min *
  • Type : CONIC (conic optimization problem)*
  • Constraints : 106 *
  • Cones : 36 *
  • Scalar variables : 205 *
  • Matrix variables : 0 *
  • Integer variables : 0 *

Optimizer started.
Presolve started.
Linear dependency checker started.
Linear dependency checker terminated.
Eliminator started.
Freed constraints in eliminator : 4
Eliminator terminated.
Eliminator started.
Freed constraints in eliminator : 0
Eliminator terminated.
*Eliminator - tries : 2 time : 0.00 *
*Lin. dep. - tries : 1 time : 0.00 *
*Lin. dep. - number : 0 *
*Presolve terminated. Time: 0.02 *
Problem

  • Name : *
  • Objective sense : min *
  • Type : CONIC (conic optimization problem)*
  • Constraints : 106 *
  • Cones : 36 *
  • Scalar variables : 205 *
  • Matrix variables : 0 *
  • Integer variables : 0 *

*Optimizer - threads : 16 *
*Optimizer - solved problem : the primal *
Optimizer - Constraints : 90
Optimizer - Cones : 37
*Optimizer - Scalar variables : 190 conic : 170 *
*Optimizer - Semi-definite variables: 0 scalarized : 0 *
*Factor - setup time : 0.00 dense det. time : 0.00 *
*Factor - ML order time : 0.00 GP order time : 0.00 *
*Factor - nonzeros before factor : 596 after factor : 657 *
*Factor - dense dim. : 0 flops : 9.39e+03 *
*ITE PFEAS DFEAS GFEAS PRSTATUS POBJ DOBJ MU TIME *
*0 1.4e+01 8.2e+00 1.7e+01 0.00e+00 9.106222390e+00 -6.915306005e+00 1.0e+00 0.02 *
*1 5.1e+00 2.9e+00 8.7e+00 -8.63e-01 -5.401988694e+00 -1.751156531e+01 3.6e-01 0.06 *
*2 2.1e+00 1.2e+00 2.5e+00 5.23e-02 -8.043897216e+00 -1.403620626e+01 1.5e-01 0.06 *
*3 1.1e+00 6.4e-01 1.4e+00 8.23e-02 -2.671946067e+01 -3.126621731e+01 7.8e-02 0.06 *
*4 3.0e-01 1.8e-01 2.2e-01 6.31e-01 -3.190995649e+01 -3.331443114e+01 2.2e-02 0.06 *
*5 1.5e-01 9.0e-02 1.4e-01 1.72e-01 -4.341797419e+01 -4.446395126e+01 1.1e-02 0.08 *
*6 4.4e-02 2.6e-02 2.4e-02 6.76e-01 -4.693835393e+01 -4.725603527e+01 3.1e-03 0.08 *
*7 2.1e-02 1.2e-02 1.5e-02 6.90e-02 -5.677181233e+01 -5.691773086e+01 1.5e-03 0.08 *
*8 5.9e-03 3.4e-03 2.6e-03 6.61e-01 -5.964405668e+01 -5.967682988e+01 4.2e-04 0.08 *
*9 2.5e-03 1.5e-03 1.6e-03 3.94e-02 -6.937188481e+01 -6.926348341e+01 1.8e-04 0.08 *
*10 7.0e-04 4.1e-04 2.7e-04 6.36e-01 -7.168754925e+01 -7.163700923e+01 5.0e-05 0.08 *
*11 2.6e-04 1.5e-04 1.5e-04 -1.30e-02 -8.150141491e+01 -8.132644845e+01 1.9e-05 0.08 *
*12 7.0e-05 4.1e-05 2.7e-05 5.64e-01 -8.393304678e+01 -8.385271277e+01 5.0e-06 0.08 *
*13 2.5e-05 1.5e-05 1.4e-05 -4.29e-02 -9.342709789e+01 -9.323259438e+01 1.8e-06 0.09 *
*14 6.9e-06 4.0e-06 2.5e-06 5.21e-01 -9.609369424e+01 -9.600658871e+01 4.9e-07 0.09 *
*15 2.2e-06 1.3e-06 1.1e-06 9.90e-03 -1.054638025e+02 -1.052762388e+02 1.5e-07 0.09 *
*16 5.9e-07 3.4e-07 2.2e-07 5.01e-01 -1.079046460e+02 -1.078115732e+02 4.2e-08 0.09 *
*17 2.6e-07 1.5e-07 1.3e-07 -8.88e-02 -1.133128645e+02 -1.131454713e+02 1.8e-08 0.09 *
*18 5.7e-08 3.3e-08 2.8e-08 4.65e-02 -1.192995720e+02 -1.191341547e+02 4.1e-09 0.09 *
*19 1.6e-08 9.6e-09 9.1e-09 9.22e-03 -1.244010770e+02 -1.241957630e+02 1.2e-09 0.09 *
*20 3.4e-09 2.0e-09 1.9e-09 7.58e-02 -1.304416365e+02 -1.302336545e+02 2.4e-10 0.09 *
*21 1.5e-09 3.0e-09 9.7e-10 9.37e-02 -1.350212668e+02 -1.347486263e+02 1.1e-10 0.09 *
*22 4.9e-10 4.8e-09 2.3e-10 3.36e-01 -1.370487394e+02 -1.368974843e+02 3.5e-11 0.11 *
*23 1.9e-10 1.3e-08 1.3e-10 -1.67e-01 -1.444947777e+02 -1.442078269e+02 1.4e-11 0.11 *
*24 5.9e-11 9.1e-09 2.3e-11 4.89e-01 -1.453955496e+02 -1.452949910e+02 4.3e-12 0.11 *
*25 2.4e-11 3.8e-09 1.3e-11 -1.27e-01 -1.518300881e+02 -1.516423994e+02 1.8e-12 0.11 *
*26 5.0e-12 6.6e-10 2.2e-12 1.73e-01 -1.571627705e+02 -1.570386953e+02 3.6e-13 0.11 *
*27 1.9e-12 2.9e-10 1.1e-12 3.16e-02 -1.639916889e+02 -1.637953107e+02 1.4e-13 0.11 *
*28 1.8e-12 2.9e-10 1.1e-12 7.17e-01 -1.639939254e+02 -1.637977874e+02 1.4e-13 0.11 *
*29 1.6e-12 2.7e-10 1.0e-12 7.17e-01 -1.640658902e+02 -1.638774423e+02 1.4e-13 0.11 *
*30 1.6e-12 2.7e-10 9.9e-13 7.02e-01 -1.640710071e+02 -1.638830018e+02 1.3e-13 0.13 *
*31 1.6e-12 2.7e-10 9.9e-13 7.02e-01 -1.640710071e+02 -1.638830018e+02 1.3e-13 0.13 *
*32 1.6e-12 2.7e-10 9.9e-13 7.66e-01 -1.640710071e+02 -1.638830018e+02 1.3e-13 0.13 *
*Optimizer terminated. Time: 0.14 *

Interior-point solution summary

  • Problem status : ILL_POSED*
  • Solution status : DUAL_ILLPOSED_CER*
  • Primal. obj: -1.1467783633e-04 nrm: 3e+01 Viol. con: 6e-03 var: 1e-13 cones: 7e-07 *
    Optimizer summary
  • Optimizer - time: 0.14 *
  • Interior-point - iterations : 33 time: 0.13 *
  •  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: Failed
Optimal value (cvx_optval): NaN

  • 0*
    

错误使用 . (line 173)*
Disciplined convex programming error:

  • Cannot perform the operation: {invalid} .* {real affine}*

出错 * (line 36)

  • z = feval( oper, x, y );*

出错 ccp_fuxian (line 109)

  •   he=(s_kn(i,j)+tk(j))^2-2*(s_kn0(i,j)-tk0(j))*(s_kn(i,j)-tk(j))+(s_kn0(i,j)-tk0(j))^2;*
    

出错 fifth_try (line 457)
[Wmn,rm,tk,s_kn,alpha_kn,Rm2,U,Um,feasbile_point]=ccp_fuxian(Wmn1,rm0,tk0,s_kn0,alpha_kn0,bmu,hmk,B,Cn);

>>

I’ve omitted some intermediate results since the output is so long.

Hello, Mark. I’ve pasted the complete output below. I know that CVX does not use provided initial points, the initial points I said is not assigning to the independent variables but to known quantities.

You should pay attention to Mosek’s warnings. Your optimization problems are becoming wild. Eventually, Mosek can’t solve them. Then my posts at Disciplined convex programming error: Cannot perform the operation: {invalid} .* {real affine} apply. So my advice to yo now is the same as then.

Thanks, Mark. I’ll go to see the link you provided.

I see that you suggest me to use a non-convex nonlinear optimizer, like YALMIP?

Such solvers are available under YALMIP.