The status is Unbounded and Inaccurate/Solved

Uncategorized
Apr 18, 2022
M

The CVX iteration shows:

is the output reliable?

M

Maybe yes, maybe no.

First, try to make sure the input data has good scaling. Then follow the advice 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 .

M
Replying to #2

When the objective function is set as “log - ( square + linear )”:


the CVX cannot solve the problem, and the status is unbounded.

While it’s set as “log - ( linear )”:


the status is solved.

I want to know if CVX can’t solve the problem like “log - ( square + linear )” ?

M

Check you input data scaling.

Them follow the advice at https://yalmip.github.io/debuggingunbounded .

M
Replying to #4

Is that mean if I have an appropriate input, CVX can solve the problem better perhaps?

M

Everything depends on the combination of model, input data, and solver.

Do you know what will happen with this problem?
cvx_begin;variable x;minimize(x);cvx_end
It will be declared unbounded.

Do you know what will happen to this problem?
cvx_begin;variable x;minimize(x);x >= 1; cvx_end
It will be solved to optimality.

M
Replying to #6

OK, maybe I know. Thank you Mark~