Hello:
Here is my optimization code:
d=64
x = cvxpy.Variable(d)
constraints = [M.T @ x >= 1]
constraints += [x>=0]
prob = cvxpy.Problem(cvxpy.Minimize(x @ v0),constraints ) #x@v11 v0
print(prob)
prob.solve()
# Print result. c.T@x
print("\nThe optimal value is", prob.value)
print("A solution x is")
print(x.value)
print("A dual solution is")
print(prob.constraints[0].dual_value)
M is a constant matrix and it is correct
v0 is changing
When I run the program, sometimes I am getting the correct answer which is approximately 0.42 but sometimes I am getting very weird result like 2.45673e-11. I know the result can be different but not that much
What can I do for that?