I am working on the N-dimensional time-series graphs. I wrote a CVX code to optimize a parameter where this parameter has the same dimension of the “number of nodes * number of times (observations)”.
When I run this code for a few numbers of nodes and times (eg N=4 and T=5) it works properly but when I increase them (eg N=50 and T 60) CVX cannot solve the problem and always reaches NaN.
Indeed I receive this message: Status: Infeasible
Optimal value (cvx_optval): +Inf
How can I increase the ability of CVX to solve high-order programs?
Show us the problem. Show us the solver and CVX output so we can see what manner of “failure” is occurring, for instance, out of memory, numerical difficulties for the solver, or the problem is infeasible.