Recently, I use CVX tool to solve a convex optimization with six inequations constraints. Meanwhile, I obtain the value of dual variables. As I known, the value of dual variables for the inequation constraints should be zero or larger than zero. However, through CVX, one of the values is negative. I donot know how this happened. Anybody can help me?
What is the exact value of the variable? Remember, you have to expect some numerical error.
Thanks for your reply. The exact value is 10^(-12). Should I reset it as zero before I use this value for the following calculation? Thanks again~
Yes, setting it to zero before using it in subsequent calculations probably makes sense.