ECOS Numerical problem

[TARUN GUPTA]

I have a convex objective function (log-likelihood) and linear constraints. However using cvxpy is giving :

"combined backtracking failed 0 0 90 0 sigma 1 Combined line search failed, recovering best iterate (9) and stopping. NUMERICAL PROBLEMS". 

May I know what is the source of this error ? How to resolve this ?

Any help will be appreciated.

[tar]

I am using ECOS within CVXPY.

[Steven Diamond]

Make sure your problem is well scaled (meaning the ratio of the largest absolute value number in the data to the smallest non-zero absolute value is reasonable, say below 10^6). If that doesn't fix it, use a commercial grade solver like MOSEK.