Optimization 执行SDP时控制python cvxopt解算器的参数
我有一个python代码来解决以下简单的半定程序: 输入:两个实4 x 4矩阵,A和B 输出:1-q,其中q=所有p的最大值,因此:Optimization 执行SDP时控制python cvxopt解算器的参数,optimization,matrix,syntax,cvxopt,Optimization,Matrix,Syntax,Cvxopt,我有一个python代码来解决以下简单的半定程序: 输入:两个实4 x 4矩阵,A和B 输出:1-q,其中q=所有p的最大值,因此: 0
10:Channel_Flow pavithran$ python stackoverflow_sdp.py
*** Dualizing the problem... ***
[ #################################################################### ] 100%
[ #################################################################### ] 100%
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cvxopt CONELP solver
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pcost dcost gap pres dres k/t
0: 5.5546e-01 5.5546e-01 2e+01 3e+00 2e+00 1e+00
1: -4.3006e-01 -7.3065e-02 3e+00 6e-01 3e-01 6e-01
2: -4.9751e+01 2.1091e+00 9e+03 2e+01 8e+00 6e+01
3: -3.4525e+02 7.6511e-02 9e+03 2e+00 1e+00 3e+02
4: -3.4496e+04 7.6337e-02 9e+05 2e+00 1e+00 3e+04
5: -3.4496e+06 7.6337e-02 9e+07 2e+00 1e+00 3e+06
6: -3.4496e+08 7.6337e-02 9e+09 2e+00 1e+00 3e+08
Certificate of dual infeasibility found.
cvxopt status: dual infeasible
*** Dual Solution not found
Traceback (most recent call last):
File "stackoverflow_sdp.py", line 42, in <module>
simple_sdp(A,B)
File "stackoverflow_sdp.py", line 31, in simple_sdp
prob.solve(verbose = 2)
File "/Library/Python/2.7/site-packages/picos/problem.py", line 4246, in solve
raise Exception("\033[1;31m no Primals retrieved from the dual problem \033[0m")
Exception: no Primals retrieved from the dual problem
10:Channel_Flow pavithran$
10:Channel\u Flow pavithran$python stackoverflow\u sdp.py
***将问题二元化***
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cvxopt CONELP解算器
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pcost dcost间隙压力k/t
0:5.5546e-01 5.5546e-01 2e+01 3e+00 2e+00 1e+00
1:-4.3006e-01-7.3065e-02 3e+00 6e-01 3e-01 6e-01
2:-4.9751e+01 2.1091e+00 9e+03 2e+01 8e+00 6e+01
3:-3.4525e+027.6511e-029E+032E+001E+003E+02
4:-3.4496e+04 7.6337e-02 9e+05 2e+00 1e+00 3e+04
5:-3.4496e+06 7.6337e-02 9e+07 2e+00 1e+00 3e+06
6:-3.4496e+08 7.6337e-02 9e+09 2e+00 1e+00 3e+08
发现双重不可行性证书。
cvxopt状态:双重不可行
***未找到双重解决方案
回溯(最近一次呼叫最后一次):
文件“stackoverflow_sdp.py”,第42行,在
简单的sdp(A,B)
文件“stackoverflow_sdp.py”,第31行,在simple_sdp中
问题求解(详细=2)
文件“/Library/Python/2.7/site packages/picos/problem.py”,第4246行,在solve中
raise异常(“\033[1;31m未从对偶问题中检索到原始值\033[0m”)
例外:没有从对偶问题中检索到原始值
10:通道_流量pavithran$
有几个参数。我想知道,除了指定最大迭代次数外,是否可以在任何参数上指定一个界限来终止SDP。例如,我们可以指定“间隙”、“压力”、“dres”的限制吗