Hello everybody ! I have made a maximum problem and put the result to next iteration for its initial point, however, the optimum value decreases with iterations, do someone konw the reason? Because I have exponential cone in some expressions so I use Mosek 9.2.35.

This is my code:

cvx_begin

variables eta_trj q_1cvx(N,2) q_2cvx(N,2) T_U1(N) T_U2(N) S_U1(n) S_U2(n)

maximize (eta_trj)

subject to

(1/(N-1))(sum(Rlb_BU1(2:N))-(N-1)((q_1cvx(n,1:2)-qr_1(n,:)).’)+H^2;log(sig2)/log(2)-sum(RT_U1(2:N))) >= eta_trj;(qr_1(n,:)-r_1)

for n = 2:N

T_U1(n) <= square_pos(norm(qr_1(n,:)-r_1)) + 2

T_U1(n) >= H^2;

end

for n = 1:(N-1)

norm(q_1cvx(n+1,1:2)-q_1cvx(n,1:2)) <= S_max;

end

norm(q_1cvx(N,1:2)-F_1) <= S_max;

norm(q_1cvx(1,1:2)-i_1) <= S_max;

cvx_end

These are results:

1-th iteration

Status: Solved

Optimal value (cvx_optval): -0.963634

And I put the optimum value into 2-th iteration and produce results as below:

Status: Solved

Optimal value (cvx_optval): -1.70507

Who has any idea about this situation? Thanks!