Builds and solves a simple linear program
echo on
n = 100;
A = randn(0.5*n,n);
b = randn(0.5*n,1);
c = randn(n,1);
d = randn;
cvx_begin
variable x(n)
dual variables y z
minimize( c' * x + d )
subject to
y : A * x == b;
z : x >= 0;
cvx_end
echo off
n = 100;
A = randn(0.5*n,n);
b = randn(0.5*n,1);
c = randn(n,1);
d = randn;
cvx_begin
variable x(n)
dual variables y z
minimize( c' * x + d )
subject to
y : A * x == b;
z : x >= 0;
cvx_end
Calling sedumi: 100 variables, 50 equality constraints
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SeDuMi 1.21 by AdvOL, 2005-2008 and Jos F. Sturm, 1998-2003.
Alg = 2: xz-corrector, Adaptive Step-Differentiation, theta = 0.250, beta = 0.500
eqs m = 50, order n = 101, dim = 101, blocks = 1
nnz(A) = 5000 + 0, nnz(ADA) = 2500, nnz(L) = 1275
it : b*y gap delta rate t/tP* t/tD* feas cg cg prec
0 : 1.91E+00 0.000
1 : 6.51E+00 7.19E-01 0.000 0.3772 0.9000 0.9000 -2.05 1 1 1.2E+02
2 : 1.71E+01 2.87E-01 0.000 0.3993 0.9000 0.9000 -2.71 1 1 8.6E+01
3 : 6.81E+01 9.45E-02 0.000 0.3293 0.9000 0.9000 -0.91 1 1 5.1E+01
4 : 1.79E+02 6.68E-03 0.000 0.0706 0.9900 0.9900 0.17 1 1 6.1E+00
5 : 2.83E+03 1.93E-04 0.000 0.0290 0.9900 0.9900 -0.58 1 1 2.7E+00
6 : 1.37E+08 4.14E-09 0.000 0.0000 1.0000 1.0000 -0.99 1 1
Primal infeasible, dual improving direction found.
iter seconds |Ax| [Ay]_+ |x| |y|
6 0.0 0.0e+00 0.0e+00 0.0e+00 1.4e+00
Detailed timing (sec)
Pre IPM Post
2.000E-02 4.000E-02 0.000E+00
Max-norms: ||b||=2.293764e+00, ||c|| = 2.563709e+00,
Cholesky |add|=0, |skip| = 0, ||L.L|| = 1.
------------------------------------------------------------
Status: Infeasible
Optimal value (cvx_optval): +Inf
echo off