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?
Why are the dual variables negative?
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~