Using SCA and CVX does not converge

[Mark_L_Stone]

The result obtained using the SeDuMi solver is inaccurate. The optimal solution is not as good as before the optimization.

Unsafeguarded (no line search or trust region)Successive Convex Approximation (SCA) or generally, alternating variables optimization are unreliable. It might not descend (for minimization problem), i.e., iterates could get worse. It might not converge to anything; and if it does converge, it might not be to a local optimum of the original problem, let alone a global optimum. The solution of successive iterations, and therefore subproblem inputs, can become wilder and wilder, until at some point …

https://x.com/themarklstone/status/1586795881168265216

Don’t apply crude, unsafeguarded (no Trust Region or Line Search) Successive Convex Approximation (SCA) to a new problem … unless your name happens to be Stephen Boyd. There’s a reason high quality non-convex nonlinear optimization solvers are more than 10 lines long.

If you change the starting point and/or the solver you might get lucky. or you might not. You might be better off changing 1e-10 to 0,although I don’t know whether that will make any difference.