I used CVX to solve a convex optimization problem and got an result of “Failed”. One of the constraints which is further rewritten as the SOC form(see the picture).
I want to know if the corresponding code is correct?.
variable pai2(E,N) nonnegative
expression F_45(E,N) %(45)
for e=1:E %(F45)
for e=1:E %(45)
That output shows that CVX"s successive approximation method was used, which means there must be some exponential cone (including log) type functions in your code. Apparently, they must be in code which you omitted. That was indeed a crucial omission.
You are getting a rather suspicious infeasibility certificate. First fix the scaling (see all the warnings) to get a numerically more stable problem where the coefficients and the expected solution are in reasonable range. Sections 8.1, 8.2 here will be useful https://docs.mosek.com/latest/toolbox/debugging-tutorials.html