Hi, I am trying to minimize the sum of entries of the vector “final.” x_rk is an R*K matrix whose maximum entry is around 11 and minimum entry is 5.9402e-06 (R is 100 and K is 1000). When I run the code, it keeps running and never returns (it is supposed to return). However, when I turn on “Pause on NaN or Inf,” it pauses and directs me to line 89 of the “cvxprob.m”:

‘iters’, Inf, …

Can someone tell me what’s the problem here? Thank you.

The code I have written is as follow:

cvx_begin

variables y(K)

expression final(K)

for i = 1:K

final(i,1) = sum(exp(x_rk(1:R,i)*y(i)))/R;
end
minimize(sum(final))
subject to
y >= 0;
y <= 1/2;
A*y == b;

cvx_end