HELP! Why the status of the first status is often Unbounded

[Mark_L_Stone]

Don’t worry about what the first “iteration” says. Only worry about the final status reported by CVX.

In order for -rel_entr(1,x) to avoid CVX;s Successive Approximation method, you need to have CVXQUAD installed with its exponential.m replacement.

if you have Mosek available as solver, that’s even better, and no need to changelog(x) to -rel_entr(1,x) or install CVXQUAD.

See CVXQUAD: How to use CVXQUAD's Pade Approximant instead of CVX's unreliable Successive Approximation for GP mode, log, exp, entr, rel_entr, kl_div, log_det, det_rootn, exponential cone. CVXQUAD's Quantum (Matrix) Entropy & Matrix Log related functions