Why is there an error in reproducing this alternate optimization implemented using the SCA algorithm and penalty function？

[Mark_L_Stone]

Getting SCA to run nicely is out of scope of this forum. SCA is unreliable, and many of the algorithms are too complicated for volunteers with limited time to be able to spend adequate effort to figure out things.

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 …