怎么解决 问题状态:ill_posed 解决方案状态:dual_illposed_cer

I need everyone’s help, thank you very much.
In a for loop, satisfying the condition is to output the optimal solution, but during the iteration process, the error Problem status: ILL will occur while running_ POSED
Solution status : DUAL_ ILLPOSED_ CER
How to solve it?
Mosek warning has a large number of null values, does this refer to the null value of a variable。

First iteration value
tau_max_t =

    0.3036
    0.3788
    0.2991
    0.0131


gammaa_t =

    1.0403    1.0852
    1.0177    0.1224
    1.0006    0.4026
    0.9999    0.0992
MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col '' (0) of matrix 'A'.
MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col '' (1) of matrix 'A'.
MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col '' (2) of matrix 'A'.
MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col '' (3) of matrix 'A'.
MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col '' (4) of matrix 'A'.
MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col '' (5) of matrix 'A'.
MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col '' (6) of matrix 'A'.
MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col '' (7) of matrix 'A'.
MOSEK warning 710: #10 (nearly) zero elements are specified in sparse col '' (8) of matrix 'A'.
MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col '' (9) of matrix 'A'.
Warning number 710 is disabled.
Problem
  Name                   :                 
  Objective sense        : min             
  Type                   : CONIC (conic optimization problem)
  Constraints            : 187             
  Cones                  : 10              
  Scalar variables       : 179             
  Matrix variables       : 17              
  Integer variables      : 0               

Optimizer started.
Presolve started.
Linear dependency checker started.
Linear dependency checker terminated.
Eliminator started.
Freed constraints in eliminator : 0
Eliminator terminated.
Eliminator started.
Freed constraints in eliminator : 0
Eliminator terminated.
Eliminator - tries                  : 2                 time                   : 0.00            
Lin. dep.  - tries                  : 1                 time                   : 0.01            
Lin. dep.  - number                 : 0               
Presolve terminated. Time: 0.01    
Problem
  Name                   :                 
  Objective sense        : min             
  Type                   : CONIC (conic optimization problem)
  Constraints            : 187             
  Cones                  : 10              
  Scalar variables       : 179             
  Matrix variables       : 17              
  Integer variables      : 0               

Optimizer  - threads                : 16              
Optimizer  - solved problem         : the primal      
Optimizer  - Constraints            : 177
Optimizer  - Cones                  : 11
Optimizer  - Scalar variables       : 162               conic                  : 97              
Optimizer  - Semi-definite variables: 17                scalarized             : 6356            
Factor     - setup time             : 0.00              dense det. time        : 0.00            
Factor     - ML order time          : 0.00              GP order time          : 0.00            
Factor     - nonzeros before factor : 1.20e+04          after factor           : 1.29e+04        
Factor     - dense dim.             : 0                 flops                  : 7.75e+06        
ITE PFEAS    DFEAS    GFEAS    PRSTATUS   POBJ              DOBJ              MU       TIME  
0   2.0e+01  2.2e+04  1.6e+06  0.00e+00   1.641198899e+06   -2.145220299e+00  1.0e+00  0.03  
1   1.2e+01  1.3e+04  1.3e+06  -1.00e+00  1.641158579e+06   -4.167924771e+01  6.0e-01  0.09  
2   3.2e+00  3.5e+03  6.6e+05  -1.00e+00  1.640832328e+06   -3.613791873e+02  1.6e-01  0.09  
3   3.1e-01  3.4e+02  2.1e+05  -1.00e+00  1.636129109e+06   -4.900141851e+03  1.6e-02  0.09  
4   5.6e-02  6.0e+01  8.6e+04  -9.99e-01  1.607235330e+06   -2.843630011e+04  2.8e-03  0.11  
5   1.1e-02  1.2e+01  3.6e+04  -9.76e-01  1.364059422e+06   -1.343324849e+05  5.4e-04  0.11  
6   4.2e-03  4.5e+00  1.6e+04  -6.13e-01  8.625567225e+05   -2.118976553e+05  2.1e-04  0.13  
7   1.4e-03  1.5e+00  3.1e+03  2.11e-01   2.834847200e+05   -1.253587477e+05  7.1e-05  0.13  
8   1.9e-04  2.0e-01  9.7e+01  1.01e+00   2.999168374e+04   -1.995532581e+04  9.3e-06  0.13  
9   1.5e-05  1.6e-02  2.2e+00  1.05e+00   2.275501979e+03   -1.638963903e+03  7.5e-07  0.14  
10  4.1e-06  4.5e-03  3.3e-01  1.01e+00   6.178094709e+02   -4.665877927e+02  2.1e-07  0.14  
11  1.0e-06  1.1e-03  5.2e-02  1.00e+00   1.491658647e+02   -1.208836182e+02  5.2e-08  0.16  
12  4.7e-07  5.1e-04  1.7e-02  1.00e+00   6.617900085e+01   -5.782218298e+01  2.4e-08  0.16  
13  3.0e-07  3.2e-04  8.5e-03  9.97e-01   4.450190218e+01   -3.418554552e+01  1.5e-08  0.17  
14  1.9e-07  2.1e-04  4.4e-03  9.89e-01   3.066487076e+01   -1.978790022e+01  9.6e-09  0.19  
15  1.4e-07  1.5e-04  2.8e-03  9.70e-01   2.540322653e+01   -1.149529877e+01  6.9e-09  0.19  
16  1.2e-07  1.3e-04  2.4e-03  9.49e-01   2.352450093e+01   -9.513169552e+00  6.2e-09  0.20  
17  5.1e-08  5.5e-05  6.9e-04  9.30e-01   1.658489630e+01   2.121162864e+00   2.5e-09  0.20  
18  3.7e-08  4.0e-05  4.6e-04  7.20e-01   1.548638457e+01   3.956670969e+00   1.8e-09  0.20  
19  1.8e-08  1.9e-05  1.7e-04  6.93e-01   1.379420023e+01   7.576280608e+00   8.8e-10  0.22  
20  8.4e-09  9.0e-06  5.9e-05  8.46e-01   1.269090293e+01   9.553951407e+00   4.2e-10  0.22  
21  2.9e-09  3.2e-06  1.3e-05  8.96e-01   1.201500354e+01   1.085605166e+01   1.5e-10  0.23  
22  1.7e-09  1.8e-06  6.3e-06  8.22e-01   1.187970626e+01   1.115773369e+01   8.4e-11  0.23  
23  9.9e-10  1.1e-06  3.0e-06  8.49e-01   1.179030974e+01   1.134333448e+01   4.9e-11  0.25  
24  5.8e-10  6.2e-07  1.5e-06  7.56e-01   1.175468411e+01   1.146335815e+01   2.9e-11  0.25  
25  2.8e-10  3.0e-07  5.1e-07  8.35e-01   1.170487910e+01   1.155686186e+01   1.4e-11  0.25  
26  1.3e-10  1.4e-07  1.9e-07  7.22e-01   1.169137387e+01   1.161070799e+01   6.5e-12  0.27  
27  7.0e-11  7.5e-08  8.2e-08  7.88e-01   1.167964037e+01   1.163269914e+01   3.5e-12  0.27  
28  2.9e-11  3.1e-08  2.6e-08  6.85e-01   1.167714395e+01   1.165437825e+01   1.4e-12  0.28  
29  2.0e-11  2.2e-08  1.6e-08  6.97e-01   1.167660869e+01   1.165912591e+01   1.0e-12  0.28  
30  6.5e-12  7.0e-09  3.9e-09  6.06e-01   1.167883106e+01   1.167168898e+01   3.2e-13  0.28  
31  3.5e-12  3.8e-09  1.8e-09  6.29e-01   1.168036100e+01   1.167583393e+01   1.8e-13  0.30  
32  1.6e-12  2.2e-09  7.3e-10  4.89e-01   1.168307827e+01   1.168034335e+01   8.1e-14  0.30  
33  1.0e-12  2.3e-09  3.8e-10  6.11e-01   1.168363057e+01   1.168176972e+01   5.0e-14  0.31  
34  3.0e-13  4.6e-09  8.8e-11  4.88e-01   1.168583398e+01   1.168507496e+01   1.5e-14  0.31  
35  1.4e-13  2.3e-09  3.8e-11  4.84e-01   1.168678583e+01   1.168631675e+01   7.3e-15  0.33  
36  4.8e-14  7.4e-10  8.9e-12  5.82e-01   1.168749627e+01   1.168730587e+01   2.4e-15  0.33  
37  2.4e-14  3.7e-10  3.8e-12  5.37e-01   1.168790495e+01   1.168778806e+01   1.2e-15  0.34  
38  1.2e-14  9.9e-10  1.5e-12  1.07e+00   1.168805471e+01   1.168799398e+01   6.9e-16  0.36  
39  5.2e-15  1.8e-10  4.2e-13  1.01e+00   1.168811532e+01   1.168808964e+01   3.0e-16  0.36  
40  5.1e-15  2.4e-10  3.8e-13  1.01e+00   1.168808104e+01   1.168805711e+01   2.8e-16  0.36  
41  5.2e-15  3.2e-09  3.8e-13  1.23e+00   1.168780747e+01   1.168778363e+01   2.8e-16  0.38  
42  2.7e-15  1.7e-09  2.8e-13  -9.99e-01  1.168771196e+01   1.168768889e+01   1.6e-16  0.38  
43  2.7e-15  1.7e-09  2.8e-13  -9.98e-01  1.168771196e+01   1.168768889e+01   1.6e-16  0.39  
44  2.7e-15  1.7e-09  2.8e-13  -9.93e-01  1.168771196e+01   1.168768889e+01   1.6e-16  0.41  
Optimizer terminated. Time: 0.44    


Interior-point solution summary
  Problem status  : PRIMAL_AND_DUAL_FEASIBLE
  Solution status : OPTIMAL
  Primal.  obj: 1.1687711965e+01    nrm: 2e+07    Viol.  con: 4e-10    var: 1e-11    barvar: 0e+00    cones: 0e+00  
  Dual.    obj: 1.1687688884e+01    nrm: 1e+06    Viol.  con: 0e+00    var: 3e-06    barvar: 3e-07    cones: 0e+00  
Optimizer summary
  Optimizer                 -                        time: 0.44    
    Interior-point          - iterations : 45        time: 0.42    
      Basis identification  -                        time: 0.00    
        Primal              - iterations : 0         time: 0.00    
        Dual                - iterations : 0         time: 0.00    
        Clean primal        - iterations : 0         time: 0.00    
        Clean dual          - iterations : 0         time: 0.00    
    Simplex                 -                        time: 0.00    
      Primal simplex        - iterations : 0         time: 0.00    
      Dual simplex          - iterations : 0         time: 0.00    
    Mixed integer           - relaxations: 0         time: 0.00    

------------------------------------------------------------
Status: Solved
Optimal value (cvx_optval): +3.04764
 

ans =

    3.0586


rho =

    0.0011

Second iteration value
u_t =

   0.6432 - 0.7657i
   0.6432 - 0.7657i
   0.6434 - 0.7655i
   0.6436 - 0.7654i
   0.6431 - 0.7658i
   0.9927 - 0.1205i
   0.8736 + 0.4867i
   0.9866 - 0.1631i
   0.9968 + 0.0804i
   0.6923 - 0.7216i


tau_max_t =

    0.1323
    0.1849
    0.1468
    0.0078


gammaa_t =

    1.0076    1.1202
    1.0440    0.8631
    1.0030    0.8569
    0.9988    0.8344

Saving prefs...done.
 
Calling Mosek 9.1.9: 3243 variables, 187 equality constraints
   For improved efficiency, Mosek is solving the dual problem.
------------------------------------------------------------

MOSEK Version 9.1.9 (Build date: 2019-11-21 11:34:40)
Copyright (c) MOSEK ApS, Denmark. WWW: mosek.com
Platform: Windows/64-X86

MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col '' (0) of matrix 'A'.
MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col '' (1) of matrix 'A'.
MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col '' (2) of matrix 'A'.
MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col '' (3) of matrix 'A'.
MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col '' (4) of matrix 'A'.
MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col '' (5) of matrix 'A'.
MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col '' (6) of matrix 'A'.
MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col '' (7) of matrix 'A'.
MOSEK warning 710: #10 (nearly) zero elements are specified in sparse col '' (8) of matrix 'A'.
MOSEK warning 710: #1 (nearly) zero elements are specified in sparse col '' (9) of matrix 'A'.
Warning number 710 is disabled.
Problem
  Name                   :                 
  Objective sense        : min             
  Type                   : CONIC (conic optimization problem)
  Constraints            : 187             
  Cones                  : 10              
  Scalar variables       : 179             
  Matrix variables       : 17              
  Integer variables      : 0               

Optimizer started.
Presolve started.
Linear dependency checker started.
Linear dependency checker terminated.
Eliminator started.
Freed constraints in eliminator : 0
Eliminator terminated.
Eliminator started.
Freed constraints in eliminator : 0
Eliminator terminated.
Eliminator - tries                  : 2                 time                   : 0.00            
Lin. dep.  - tries                  : 1                 time                   : 0.00            
Lin. dep.  - number                 : 0               
Presolve terminated. Time: 0.01    
Problem
  Name                   :                 
  Objective sense        : min             
  Type                   : CONIC (conic optimization problem)
  Constraints            : 187             
  Cones                  : 10              
  Scalar variables       : 179             
  Matrix variables       : 17              
  Integer variables      : 0               

Optimizer  - threads                : 16              
Optimizer  - solved problem         : the primal      
Optimizer  - Constraints            : 177
Optimizer  - Cones                  : 11
Optimizer  - Scalar variables       : 162               conic                  : 97              
Optimizer  - Semi-definite variables: 17                scalarized             : 6356            
Factor     - setup time             : 0.00              dense det. time        : 0.00            
Factor     - ML order time          : 0.00              GP order time          : 0.00            
Factor     - nonzeros before factor : 1.20e+04          after factor           : 1.29e+04        
Factor     - dense dim.             : 0                 flops                  : 7.75e+06        
ITE PFEAS    DFEAS    GFEAS    PRSTATUS   POBJ              DOBJ              MU       TIME  
0   2.0e+01  2.2e+04  1.6e+06  0.00e+00   1.641198899e+06   -2.154131558e+00  1.0e+00  0.03  
1   9.7e+00  1.0e+04  1.1e+06  -1.00e+00  1.641162170e+06   -3.765691394e+01  4.8e-01  0.09  
2   3.2e+00  3.4e+03  6.5e+05  -1.00e+00  1.640905651e+06   -2.876870081e+02  1.6e-01  0.09  
3   8.3e-02  9.0e+01  1.1e+05  -1.00e+00  1.628429594e+06   -1.213092799e+04  4.2e-03  0.11  
4   1.4e-02  1.5e+01  4.2e+04  -9.92e-01  1.502572518e+06   -7.086230096e+04  6.8e-04  0.11  
5   5.9e-03  6.4e+00  2.3e+04  -7.49e-01  1.153117180e+06   -1.243531654e+05  2.9e-04  0.11  
6   2.0e-03  2.2e+00  6.5e+03  -2.53e-01  5.002638183e+05   -1.430414010e+05  1.0e-04  0.13  
7   4.7e-04  5.1e-01  4.5e+02  9.00e-01   8.467091941e+04   -5.300020044e+04  2.4e-05  0.13  
8   2.6e-05  2.8e-02  4.7e+00  1.16e+00   3.543301662e+03   -3.364172961e+03  1.3e-06  0.14  
9   4.4e-06  4.8e-03  3.5e-01  1.01e+00   5.923657726e+02   -5.660902339e+02  2.2e-07  0.14  
10  1.5e-06  1.6e-03  8.3e-02  1.00e+00   2.058705809e+02   -1.848101223e+02  7.4e-08  0.14  
11  5.4e-07  5.9e-04  1.9e-02  1.00e+00   7.104908624e+01   -7.174131020e+01  2.7e-08  0.16  
12  3.2e-07  3.5e-04  8.9e-03  9.96e-01   4.405730703e+01   -4.047194529e+01  1.6e-08  0.16  
13  2.1e-07  2.2e-04  4.7e-03  9.91e-01   2.948437213e+01   -2.482968297e+01  1.0e-08  0.17  
14  1.5e-07  1.6e-04  2.9e-03  9.73e-01   2.440353045e+01   -1.454404797e+01  7.3e-09  0.19  
15  9.1e-08  9.9e-05  1.5e-03  9.42e-01   1.973151096e+01   -5.404777804e+00  4.6e-09  0.19  
16  7.5e-08  8.1e-05  1.2e-03  8.95e-01   1.802885335e+01   -3.096239031e+00  3.8e-09  0.20  
17  3.4e-08  3.7e-05  4.1e-04  8.41e-01   1.474868791e+01   3.998411417e+00   1.7e-09  0.20  
18  1.8e-08  1.9e-05  1.6e-04  6.42e-01   1.319782923e+01   7.113627459e+00   9.0e-10  0.22  
19  6.7e-09  7.2e-06  3.9e-05  8.23e-01   1.207882313e+01   9.673291245e+00   3.3e-10  0.22  
20  1.8e-09  2.0e-06  6.4e-06  9.24e-01   1.158827113e+01   1.088635571e+01   9.2e-11  0.22  
21  1.0e-09  1.1e-06  2.8e-06  8.51e-01   1.148382221e+01   1.107558569e+01   5.0e-11  0.23  
22  5.8e-10  6.2e-07  1.3e-06  8.55e-01   1.142689004e+01   1.117718928e+01   2.9e-11  0.23  
23  4.0e-10  4.4e-07  8.0e-07  7.47e-01   1.141404918e+01   1.122397185e+01   2.0e-11  0.25  
24  1.8e-10  1.9e-07  2.5e-07  8.63e-01   1.137525420e+01   1.128587053e+01   9.0e-12  0.25  
25  7.6e-11  8.1e-08  8.1e-08  7.49e-01   1.136505480e+01   1.132145064e+01   3.8e-12  0.25  
26  3.3e-11  3.6e-08  2.6e-08  7.88e-01   1.135862762e+01   1.133742068e+01   1.7e-12  0.27  
27  1.8e-11  1.9e-08  1.2e-08  6.50e-01   1.135879706e+01   1.134540164e+01   8.9e-13  0.27  
28  1.0e-11  1.1e-08  5.7e-09  7.67e-01   1.135742542e+01   1.134900303e+01   5.2e-13  0.28  
29  3.4e-12  3.6e-09  1.4e-09  6.35e-01   1.135835707e+01   1.135490650e+01   1.7e-13  0.28  
30  1.7e-12  1.9e-09  6.3e-10  5.27e-01   1.135969748e+01   1.135743256e+01   8.7e-14  0.28  
31  9.2e-13  9.9e-10  2.7e-10  6.90e-01   1.136004559e+01   1.135869911e+01   4.6e-14  0.30  
32  3.4e-13  8.2e-10  8.2e-11  5.21e-01   1.136117867e+01   1.136051401e+01   1.7e-14  0.30  
33  2.2e-13  1.0e-09  5.0e-11  4.80e-01   1.136149887e+01   1.136098794e+01   1.1e-14  0.31  
34  6.7e-14  1.6e-09  1.2e-11  4.48e-01   1.136228986e+01   1.136207863e+01   3.4e-15  0.31  
35  3.4e-14  2.5e-09  5.2e-12  5.09e-01   1.136258214e+01   1.136244933e+01   1.7e-15  0.31  
36  1.3e-14  9.2e-10  1.5e-12  5.77e-01   1.136280147e+01   1.136273990e+01   6.4e-16  0.33  
37  7.6e-15  3.6e-09  9.1e-13  1.38e+00   1.136310026e+01   1.136305718e+01   4.8e-16  0.33  
38  4.3e-15  1.8e-09  3.7e-13  7.45e-01   1.136301246e+01   1.136298793e+01   2.4e-16  0.34  
39  4.9e-15  9.2e-10  3.6e-13  1.35e+00   1.136290011e+01   1.136287657e+01   2.4e-16  0.34  
40  3.0e-15  6.9e-10  4.2e-13  -9.17e-01  1.136282318e+01   1.136278973e+01   2.0e-16  0.36  
41  1.8e-15  4.0e-10  3.2e-13  -5.17e-01  1.136224825e+01   1.136221574e+01   1.3e-16  0.38  
42  5.3e-15  7.3e-10  1.8e-13  -7.10e-01  1.135976732e+01   1.135974529e+01   5.3e-17  0.38  
43  1.4e-15  2.6e-10  8.9e-14  -9.03e-01  1.134619522e+01   1.134620968e+01   1.5e-17  0.39  
44  5.6e-16  1.1e-10  5.8e-14  -9.81e-01  1.132164590e+01   1.132171903e+01   6.5e-18  0.39  
45  1.1e-16  2.7e-11  2.8e-14  -9.95e-01  1.117337256e+01   1.117377200e+01   1.5e-18  0.39  
46  9.0e-17  2.2e-11  2.5e-14  -9.96e-01  1.112625385e+01   1.112675747e+01   1.2e-18  0.41  
47  8.9e-17  2.2e-11  2.4e-14  -8.42e-01  1.114727884e+01   1.114776239e+01   1.2e-18  0.41  
48  8.9e-17  2.2e-11  2.4e-14  -8.07e-01  1.114727884e+01   1.114776239e+01   1.2e-18  0.42  
49  8.9e-17  2.2e-11  2.4e-14  -8.06e-01  1.114727884e+01   1.114776239e+01   1.2e-18  0.44  
Optimizer terminated. Time: 0.47    


Interior-point solution summary
  Problem status  : ILL_POSED
  Solution status : DUAL_ILLPOSED_CER
  Primal.  obj: 4.5261768468e-07    nrm: 3e+02    Viol.  con: 6e-07    var: 5e-19    barvar: 0e+00    cones: 3e-08  
Optimizer summary
  Optimizer                 -                        time: 0.47    
    Interior-point          - iterations : 50        time: 0.45    
      Basis identification  -                        time: 0.00    
        Primal              - iterations : 0         time: 0.00    
        Dual                - iterations : 0         time: 0.00    
        Clean primal        - iterations : 0         time: 0.00    
        Clean dual          - iterations : 0         time: 0.00    
    Simplex                 -                        time: 0.00    
      Primal simplex        - iterations : 0         time: 0.00    
      Dual simplex          - iterations : 0         time: 0.00    
    Mixed integer           - relaxations: 0         time: 0.00    

------------------------------------------------------------
Status: Failed
Optimal value (cvx_optval): NaN

My Code

    for e_i=1:100
        cvx_begin 
        cvx_solver mosek
        cvx_save_prefs
        variable U(N_all+1,N_all+1) hermitian
        variable uu(N_all+1) complex
        variables  relax_IN_VB(K,L) relax_IN_Vr(K,L) relax_S_B(K,L)  relax_S_R(K,L)  rho  tau_max(K)   gammaa(K,L)
        expressions   A(M+N_all,M+N_all,K)  a0(M+N_all,M+N_all,K,L)  b0(M+N_all,K,L)  c0(K,L)  LMI_S(M+N_all+1,M+N_all+1,K,L)  ...
            right_up(K,L)  e(K,L) delta(K,L) LMI_IN(M+N_all+2,M+N_all+2,K,L) RR_lp(K) S2(K)  LIM(N_all+2,N_all+2) ;
        a=zeros(N_all,N_all);
        ut=[u_t;1];
        for l=1:L
            E(l,:)=[H_rE(:,l)',h_BE(:,l)'];
            for k=1:K
                w_temp=zeros(M,M);
                for j=k+1:K
                    w_temp=w_temp+w(:,j)*w(:,j)';
                end
                [UU,SS,VV]=svd(G*w_temp*G');
                for n=1:N_all
                    ss(:,:,n)=[diag((SS(n,n)*UU(:,n))),zeros(N_all,1)];
                    vv(:,:,n)=[diag(VV(:,n)');zeros(1,N_all)];
                    a=a+ss(:,:,n)*U*vv(:,:,n);
                end
                A(:,:,k)=[a, diag(uu(1:N_all)')*G* w_temp;...
                     w_temp*G'*diag(uu(1:N_all)),  w_temp];
                a0(:,:,k,l)=A(:,:,k)+relax_S_B(k,l)*[zeros(N_all,N_all),zeros(N_all,M);zeros(M,N_all),eye(M)]...
                    +relax_S_R(k,l)*[eye(N_all),zeros(N_all,M);zeros(M,N_all),zeros(M,M)];
                b0(:,k,l)=A(:,:,k)'*E(1,:)';
                c0(k,l)=E(1,:)*A(:,:,k)*E(1,:)'+noise-gammaa(k,l)-relax_S_R(k,l)*epsilong_R(l)-relax_S_B(k,l)*epsilong_B(l);
                LMI_S(:,:,k,l)=[a0(:,:,k,l)   b0(:,k,l);...
                    b0(:,k,l)'    c0(k,l)];
                right_up(k,l)=(2^(tau_max_t(k)))*gammaa(k,l)+(2^(tau_max_t(k)))*gammaa_t(k,l)*log(2)...
                    *(tau_max(k)-tau_max_t(k))-gammaa(k,l);
                e(k,l)=right_up(k,l)-relax_IN_VB(k,l)-relax_IN_Vr(k,l)*N_all;
                delta(k,l)=(uu(1:N_all)'*diag(H_rE(:,l)')*G+h_BE(:,l)')*w(:,k);
                LMI_IN(:,:,k,l)=[e(k,l)            delta(k,l)                    zeros(1,M)                   zeros(1,N_all);...
                    delta(k,l)'       1-relax_IN_VB(k,l)        h_BE_error(l)*w(:,k)'       h_rE_error(l)*w(:,k)'*G';...
                    zeros(M,1)        h_BE_error(l)*w(:,k)      relax_IN_VB(k,l)*eye(M)      zeros(M,N_all);...
                    zeros(N_all,1)    h_rE_error(l)*G*w(:,k)    zeros(N_all,M)               relax_IN_Vr(k,l)*eye(N_all)];
            end
        end
        LMI=[1,uu';uu,U];
        for k=1:K
            w_temp1=0;w_temp2=0;
            for i=k+1:K
                w_temp1=w_temp1+pow_abs((u_t'*H(:,:,k)+h_Bk(:,k)')*w(:,i),2);
                w_temp2=w_temp2+pow_abs((uu(1:N_all)'*H(:,:,k)+h_Bk(:,k)')*w(:,i),2);
            end
            w_temp3=pow_abs((u_t'*H(:,:,k)+h_Bk(:,k)')*w(:,k),2);
            w_temp4=pow_abs((uu(1:N_all)'*H(:,:,k)+h_Bk(:,k)')*w(:,k),2);
            RR_lp(k)=log(1+(w_temp3)/(w_temp1+noise))/log(2)+2*real((u_t'*H(:,:,k)+h_Bk(:,k)')*w(:,k)*...
                ((uu(1:N_all)'*H(:,:,k)+h_Bk(:,k)')*w(:,k)))/((w_temp1+noise)*log(2))...
                -(w_temp3)*(w_temp2+noise+w_temp4)/((w_temp1+noise)*((w_temp1+noise)+w_temp3)*log(2))-w_temp3/((w_temp1+noise)*log(2));
            S2(k)=RR_lp(k)-tau_max(k);
        end
        maximize sum(S2)-f*rho
        subject to
        diag(U)==1;
        for n=1:N_all+1
            2*real(ut(n)*uu(n)')-abs(ut(n))^2>=1-rho;%正惩罚项
        end
        for k=2:K
            for j=1:k-1
                for n=j+1:K
                      real(trace(P(:,:,k)*w(:,j)*w(:,j)'*P(:,:,k)'*U))>=real(trace(P(:,:,k)*w(:,n)*w(:,n)'*P(:,:,k)'*U));
                end
            end
        end
        LMI==hermitian_semidefinite(N_all+2);
        for l=1:L
            for k=1:K
                LMI_S(:,:,k,l) ==hermitian_semidefinite(M+N_all+1);
                LMI_IN(:,:,k,l) ==hermitian_semidefinite(M+N_all+2);
                relax_IN_VB(k,l)>0;
                relax_IN_Vr(k,l)>0;
                relax_S_B(k,l)>0;
                relax_S_R(k,l)>0;
                gammaa(k,l)>0;
                 RR_lp(k)-tau_max(k)>0;
            end
        end
        cvx_end
        sum(S2)
        rho
        if cvx_status(1)=='S' || cvx_status(3)=='a'
            S(e_i+1)=sum(S2);
            u_t=uu(1:N_all)
            tau_max_t=tau_max
            gammaa_t=gammaa
            if rho<0.001&&abs(S(e_i+1)-S(e_i))/S(e_i+1)<0.001
                break;
            end
        else
            break
        end
    end

I think the iteration value is relatively normal and has not become particularly large or small, but I don’t know why the next loop failed.

Mosek warned about near zero input data. You should look at all the input data which was used on the iteration in which Mosek provided the warnings and failed to solve the problem. As you run SCA, the solution in each iteration can become more and more extreme, eventually resulting in failure.

https://twitter.com/themarklstone/status/1586795881168265216