Dear sir, I am very glad to contact with you. I am now using CVX to solve some problems. The results of CVX are shown as follows:
it : by gap delta rate t/tP t/tD* feas cg cg prec
0 : 6.68E+01 0.000
1 : -5.35E+02 1.32E+01 0.000 0.1977 0.9000 0.9000 -0.60 1 1 7.3E+02
there are not given the information about the primal objective function value. Can you tell me how to display the objective function value per iteration by using CVX? My code as follows:
cvx_begin
variable x(n);
variable X(n,n) symmetric;
maximize (1/2trace(AX))
subject to
x’*e==k;
e’Xe==k^2;
diag(X)==x;
x>=0;
for i=1:n
for j=i:n
X(i,j)>=0;
end
end
[1, x’; x, X]==semidefinite(1+n);
cvx_end
How to obtain the objective function value 1/2trace(AX) per iteration?
Thank you very much!