Help! CVX iteratively solves the Taylor series expansion points

[Mark_L_Stone]

An obvious thing you should do is remove quiet, and look at the solver and CVX output on each iteration, as well as the optimal variable values and what is being fed into the next iteration. Beyond that, read the following link.

The result obtained using the SeDuMi solver is inaccurate. The optimal solution is not as good as before the optimization.

Unsafeguarded (no line search or trust region)Successive Convex Approximation (SCA) or generally, alternating variables optimization are unreliable. It might not descend (for minimization problem), i.e., iterates could get worse. It might not converge to anything; and if it does converge, it might not be to a local optimum of the original problem, let alone a global optimum. The solution of successive iterations, and therefore subproblem inputs, can become wilder and wilder, until at some point …