Help. Is there any tips for choosing the initial point of the SCA

[xiaobuding111]

I’m using the mosek solver, but no matter how I set the initial point, I can’t converge to a value, need help, thanks!

[Mark_L_Stone]

Perhaps your “ending point”: with SCA should be to not use it. Perhaps try a local or global non-convex solver under YALMIP.

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 …