我有一个 python 代码来解决以下简单的半定程序:
输入:两个实数 4 x 4 矩阵,A 和 B
输出: 1 - q 其中 q = 所有 p 的最大值,这样:
0 < p < 1
A - p B 是半正定的
当我以详细模式查看上述问题的实例时,Python 代码会生成以下消息。
10:Channel_Flow pavithran$ python stackoverflow_sdp.py
*** Dualizing the problem... ***
[ #################################################################### ] 100%
[ #################################################################### ] 100%
--------------------------
cvxopt CONELP solver
--------------------------
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$
有几个参数。我想知道是否可以在任何参数上指定边界以终止 SDP,但指定最大迭代次数除外。例如,我们可以指定“gap”、“pres”、“dres”的限制吗?