SDPT3 status: Failed Optimal value (cvx_optval): NaN

2

  1. Improve the scaling. Try to get numbers to be either exactly zero or close to one in magnitude (within a small number of orders of magnitude). Numbers such as 10e-28 and even 4e-7 cause significant, maybe fatal, difficulties for the double precision solvers called by CVX.

  2. I haven’t figured out yet how to reformulate pow_pos in a DCP-compliant manner such that CVXQUADS’s Pade Apprxoimant will be used instead of CVX’s Successive Approximation Method. CVXQUAD: How to use CVXQUAD's Pade Approximant instead of CVX's unreliable Successive Approximation for GP mode, log, exp, entr, rel_entr, kl_div, log_det, det_rootn, exponential cone. CVXQUAD's Quantum (Matrix) Entropy & Matrix Log related functions If such a reformulation is produced, the reliability of solution will probably be increased. However, the advice in paragraph 1 still holds.