Is it possible to reduce the large duality gap by changing solver settings?

1

Hello,

I am using CVX to solve a semidefinite problem. Both sedumi and SDPT3 solvers give Falied status. Part of the results given by SDPT3 is shown in the figure. I guess that the Failed status results from the large gap (larger than the tolerance value) between primal objective value and dual objective value (Is this right?). I was wondering whether we can change some solver setting to make the solver continue to reduce the gap before stopping.

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By the way, my problem contatin some equality constraint X == Y where both X and Y are matrices. I am not sure whether this is a problem. All other constraints are just LMIs.

Thanks a lot.

Regards
Pan

2

There’s really no way for us to give you advice without seeing the full model, but I am not optimistic that any changes to your solver settings are going to help here. Since you’ve tried both solvers I suspect a much deeper issue that we’re unlikely to be able to solve.

3

Hi Grant,

Thanks for your reply. I will change my model and try again.

Regards
Pan