hello,
I am trying to solve the SOCP problem using CVX.
I am getting infeasible solution while solving the problem with SDPT3. Following is the output.
Status: Infeasible
Optimal value (cvx_optval): +Inf

But, solving the same problem using Sedumi, I am getting feasible solution
Status: Solved
Optimal value (cvx_optval): +0.150178

Please let me know, why I am getting this difference. I am confused which result to trust.

All the variables are less than 1 (As I am solving the problem in pu)
I checked the SeDuMI solution, the solution seems feasible to me.
Also, I am experiencing for one condition both SeDuMi and SDPT3 works and for other none.
My problem matrix are big so unfortunately, I am unable to send you the code.

You need to install Mosek under MATLAB with a valid Mosel license. Then reinstall CVX, and Mosek should be recognized. I recommend you rename the mosek directory installed by CVX under the CVX directory - this will ensure the latest version of Mosek, which you install, is used by CVX, rather than an old version bundled in the CVX distribution.

Are there any good reason your problem is not infeasible?

Technical details: Mosek detects the problem dual infeasible and that seems like a reliable conclusion.
Now most likely CVX dualized the problem before inputting it to Mosek. Hence, the dual problem is dual infeasible which means the primal is infeasible.

I am not sure about the feasibility of my problem.
I am curious, because I was getting feasible solution when I am using Sedumi but using SDPT3 and MOSEK the problem is infeasible.
Also, why the output value (x) is NaN when the problem is infeasible in cvx?
While using fmincon I am getting some value for x, even if the problem is infeasible.
Please clarify my doubt.
Thank you.
Regards
Rahul

If fmincon chooses to return a(n infeasible) value for x for an infeasible problem, that’s “Its own business”. CVX returns NaN for all CVX (optimization) variables for problems deemed to be infeasible

@Erling, the head honcho of Mosek, wrote that the determination of infeasibility seems like a reliable conclusion. Mosek is a most numerically robust and reliable solver than SeDuMi or SDPT3, so I would go with that conclusion.

In an earlier post in this thread, I asked whether you can directly verify that the solution from SeDuMi is feasible, at least within some tolerance. Have you attempted to do that/ If so can you show us your results one way or another?

I recommend you rename the mosek directory installed by CVX under the CVX directory - this will ensure the latest version of Mosek, which you install, is used by CVX, rather than an old version bundled in the CVX distribution.