Hello, why use SDPT3 display to solve problems, in the process of solving all settled, but final optimization result is failed,Optimal value is a NAN?

CVX’s Successive Approximation metnod overall algorithm failed, even though individual subproblems spawned by it succeeded.

Thank you for your reply. Another question is whether the value solved by MOSEK is more reliable than SDPT3, or whether MOSEK is more suitable for solving large numerical problems.

On average Mosek is probably better than SDPT3 both with respect to speed and stability.

However, if you have large numerical problems, then fixing your model is likely to be only solution.