randn('state',0);
n = 4;
A = randn(n); A = 0.5*(A'+A);
B = randn(n); B = B'*B;
c = -1;
cvx_begin sdp
variable t
minimize ( c*t )
A >= t * B;
cvx_end
disp('------------------------------------------------------------------------');
disp('The optimal t obtained is');
disp(t);
Calling sedumi: 10 variables, 9 equality constraints
------------------------------------------------------------
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 = 9, order n = 5, dim = 17, blocks = 2
nnz(A) = 18 + 0, nnz(ADA) = 81, nnz(L) = 45
it : b*y gap delta rate t/tP* t/tD* feas cg cg prec
0 : 7.41E+00 0.000
1 : 1.50E+00 1.38E+00 0.000 0.1864 0.9000 0.9000 0.26 1 1 1.9E+00
2 : 6.02E+00 2.83E-01 0.000 0.2051 0.9000 0.9000 -0.08 1 1 1.1E+00
3 : 4.20E+01 2.00E-02 0.000 0.0706 0.9900 0.9900 -0.62 1 1 5.4E-01
4 : 6.03E+01 1.87E-03 0.000 0.0937 0.9900 0.9900 -0.13 1 1 1.0E-01
5 : 4.85E+01 7.65E-05 0.444 0.0409 0.9900 0.9900 0.98 1 1 4.1E-03
6 : 4.81E+01 4.33E-07 0.000 0.0057 0.9769 0.9900 0.99 1 1 9.4E-05
7 : 4.81E+01 2.01E-08 0.214 0.0464 0.9900 0.9585 1.00 1 1 4.4E-06
8 : 4.81E+01 6.35E-10 0.000 0.0316 0.9900 0.9900 1.00 2 2 1.4E-07
9 : 4.81E+01 3.38E-11 0.065 0.0532 0.9900 0.9900 1.00 2 2 7.4E-09
iter seconds digits c*x b*y
9 0.0 Inf 4.8119383092e+01 4.8119383403e+01
|Ax-b| = 1.5e-08, [Ay-c]_+ = 1.2E-09, |x|= 4.8e+02, |y|= 1.2e+02
Detailed timing (sec)
Pre IPM Post
0.000E+00 5.000E-02 0.000E+00
Max-norms: ||b||=2.368443e+00, ||c|| = 5.424573e-01,
Cholesky |add|=0, |skip| = 0, ||L.L|| = 176.719.
------------------------------------------------------------
Status: Solved
Optimal value (cvx_optval): +48.354
------------------------------------------------------------------------
The optimal t obtained is
-48.3540