CVX’s Successive Approximation method was used. It is unreliable, and there are now two better alternatives under CVX.
-
If you have Mosek available, use that as solver.
-
Otherwise, follow the directions at 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 . Your program does not need any reformulation in order to use CVXQUAD, because
rel_entr
is supported.