SOS, Status: Unbounded Optimal value (cvx_optval): +Inf

1

The CVX provide the following message, can you say something about what i shoud do next?
Calling Mosek 9.1.9: 4894 variables, 2392 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: #3 (nearly) zero elements are specified in sparse col ‘’ (8) of matrix ‘A’.
MOSEK warning 710: #3 (nearly) zero elements are specified in sparse col ‘’ (23) of matrix ‘A’.
MOSEK warning 710: #3 (nearly) zero elements are specified in sparse col ‘’ (38) of matrix ‘A’.
MOSEK warning 710: #3 (nearly) zero elements are specified in sparse col ‘’ (53) of matrix ‘A’.
MOSEK warning 710: #3 (nearly) zero elements are specified in sparse col ‘’ (68) of matrix ‘A’.
MOSEK warning 710: #3 (nearly) zero elements are specified in sparse col ‘’ (83) of matrix ‘A’.
MOSEK warning 710: #3 (nearly) zero elements are specified in sparse col ‘’ (98) of matrix ‘A’.
MOSEK warning 710: #3 (nearly) zero elements are specified in sparse col ‘’ (113) of matrix ‘A’.
MOSEK warning 710: #3 (nearly) zero elements are specified in sparse col ‘’ (128) of matrix ‘A’.
MOSEK warning 710: #3 (nearly) zero elements are specified in sparse col ‘’ (143) of matrix ‘A’.
Warning number 710 is disabled.
Problem
Name :
Objective sense : min
Type : CONIC (conic optimization problem)
Constraints : 2392
Cones : 1098
Scalar variables : 4894
Matrix variables : 0
Integer variables : 0

Optimizer started.
Presolve started.
Eliminator - tries : 0 time : 0.00
Lin. dep. - tries : 0 time : 0.00
Lin. dep. - number : 0
Presolve terminated. Time: 0.00
Optimizer terminated. Time: 0.06

Interior-point solution summary
Problem status : PRIMAL_INFEASIBLE
Solution status : PRIMAL_INFEASIBLE_CER
Dual. obj: 1.8031882388e-05 nrm: 1e+00 Viol. con: 0e+00 var: 0e+00 cones: 0e+00
Optimizer summary
Optimizer - time: 0.06
Interior-point - iterations : 0 time: 0.01
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: Unbounded
Optimal value (cvx_optval): +Inf

2

Look for non-zero input data which is close to zero. If those small coefficients are “junk” terms which should really be exactly zero, then get rid of them. If they are “legitimate”, but very small, then change units or something so that they are within s small number of orders of magnitude of 1.

If you make changes so that Mosek warning messages are eliminated, and the result is still unbounded, then follow the advice at Debugging unbounded models - YALMIP, which also applies to CVX.

3

thank you Mark, I will try as you say