clear all;
clc;
cvx_begin
% cvx_solver mosek
variable a(15,1)
variable sumi
expressions test(15,1)
max(sumi)
subject to
sum(a) == 1;
test = [11;1;1;1;1;1;1;1;1;1;1;1;1;1;1];
a >= 1e-5;
% max(test)-0.01 <= sumi
sumi <= sum(test.*a);
cvx_end
Calling SDPT3 4.0: 15 variables, 1 equality constraints
num. of constraints = 1
dim. of linear var = 15
SDPT3: Infeasible path-following algorithms
version predcorr gam expon scale_data
NT 1 0.000 1 0
it pstep dstep pinfeas dinfeas gap prim-obj dual-obj cputime
0|0.000|0.000|7.5e+01|3.9e+01|1.5e+03| 0.000000e+00 0.000000e+00| 0:0:00| chol 1 1
1|0.996|1.000|2.7e-01|1.0e-01|1.5e+01| 0.000000e+00 -9.839838e+00| 0:0:00| chol 1 1
2|1.000|1.000|8.1e-08|1.0e-02|1.3e+00| 0.000000e+00 -1.344139e+00| 0:0:00| chol 1 1
3|1.000|0.989|2.0e-08|1.1e-03|1.5e-02| 0.000000e+00 -1.439579e-02| 0:0:00| chol 1 1
4|1.000|0.989|6.7e-09|1.1e-04|1.6e-04| 0.000000e+00 -1.326531e-04| 0:0:00| chol 1 1
5|1.000|0.989|1.7e-10|1.1e-05|1.8e-06| 0.000000e+00 1.095463e-06| 0:0:00| chol 1 1
6|1.000|1.000|1.3e-11|3.6e-11|1.9e-08| 0.000000e+00 -1.948175e-08| 0:0:00| chol 1 1
7|1.000|0.999|1.1e-13|2.6e-12|2.1e-10| 0.000000e+00 -2.124443e-10| 0:0:00|
stop: max(relative gap, infeasibilities) < 1.49e-08
number of iterations = 7
primal objective value = 0.00000000e+00
dual objective value = -2.12444349e-10
gap := trace(XZ) = 2.13e-10
relative gap = 2.13e-10
actual relative gap = 2.12e-10
rel. primal infeas (scaled problem) = 1.13e-13
rel. dual " " " = 2.65e-12
rel. primal infeas (unscaled problem) = 0.00e+00
rel. dual " " " = 0.00e+00
norm(X), norm(y), norm(Z) = 2.6e-01, 2.1e-10, 8.3e-10
norm(A), norm(b), norm(C) = 4.9e+00, 2.0e+00, 1.0e+00
Total CPU time (secs) = 0.25
CPU time per iteration = 0.04
termination code = 0
DIMACS: 1.1e-13 0.0e+00 2.6e-12 0.0e+00 2.1e-10 2.1e-10
Status: Solved
Optimal value (cvx_optval): +0