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 ------------------------------------------------------------ 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 : 2.12E+00 0.000 1 : -8.09E-01 7.83E-01 0.000 0.3694 0.9000 0.9000 -0.53 1 1 3.5E+01 2 : -2.53E+00 2.90E-01 0.000 0.3700 0.9000 0.9000 0.14 1 1 2.0E+01 3 : -2.82E+00 8.96E-02 0.000 0.3094 0.9000 0.9000 -0.21 1 1 1.5E+01 4 : -3.12E+00 5.69E-03 0.000 0.0634 0.9900 0.9900 -0.74 1 1 1.7E+01 5 : -2.98E+00 1.84E-06 0.000 0.0003 0.9999 0.9999 -0.98 1 1 Dual infeasible, primal improving direction found. iter seconds |Ax| [Ay]_+ |x| |y| 5 0.0 3.0e-14 1.6e-18 1.7e+01 1.0e-18 Detailed timing (sec) Pre IPM Post 1.000E-02 2.000E-02 0.000E+00 Max-norms: ||b||=2.651167e+00, ||c|| = 2.521543e+00, Cholesky |add|=0, |skip| = 0, ||L.L|| = 1. ------------------------------------------------------------ Status: Unbounded Optimal value (cvx_optval): -Inf echo off