SeDuMi crashed but not know why

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YALMIP user

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Apr 17, 2015, 12:21:44 PM4/17/15
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When I ran the following code on MATLAB:

DS = sdpvar(1,1);

Constrain = set( DS >= 0 );

sol = solvesdp( Constrain, norm( ( D*DS - lbd ), 1), opt );

where D and lbd is a row vector of more than 1500 columns.

It reported that:

SeDuMi had unexplained problems, probably due to linear dependence.
YALMIP tweaks the problem and restarts...
 
Unexplained crash in SeDuMi! (could be memory issues)
If you have SDPT3 3.02 on you path, remove it.
If this doesn't work, make sure you have a recent and compiled version



What's the problem, can anyone tell me?

Johan Löfberg

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Apr 17, 2015, 12:24:45 PM4/17/15
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use sdpsettings(opt,'debug',1) to see the crash. Most likely you ran out of memory

BTW, you are running an old version of YALMIP, as that error message no longer is used

Johan Löfberg

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Apr 17, 2015, 12:29:25 PM4/17/15
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BTW, you should install a good LP solver if you intend to solve large LPs (mosek, gurobi etc)

Although this problem is not that large, so perhaps the crash is due to something else (wrong binary)

YALMIP user

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Apr 20, 2015, 1:26:34 AM4/20/15
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Would you please tell me what should I do?

Should I install the new version of YALMIP?

Factually, I have a 6GB RAM installed on my system and it did cause a out of memory error?

Could you please give me some hints of how to get rid of this problem?

Johan Löfberg

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Apr 20, 2015, 1:31:06 AM4/20/15
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You should run with debug on, as indicated above

optimize(constraints,objective,sdpsettings(opt,'debug',1))

and tell us what you see

YALMIP user

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Apr 20, 2015, 4:39:15 AM4/20/15
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D and lamda are two row vectors with the same dimension of more then 1500 columns of doubles.

What I have to figure out is the value DepthScale.

I ran the following commands in matlab:


>> DepthScale = sdpvar(1,1);

>> Constrain = set( DepthScale >=0 );

>> sol = solvesdp( Constrain, norm( (D*DepthScale - lamda) , 1 ) , sdpsettings('solver','sedumi','cachesolvers',0,'removeequalities',2,'verbose',1,'debug',1));
 
SeDuMi had unexplained problems, probably due to linear dependence.
YALMIP tweaks the problem and restarts...
 
Unexplained crash in SeDuMi! (could be memory issues)
If you have SDPT3 3.02 on you path, remove it.
If this doesn't work, make sure you have a recent and compiled version
Undefined function or variable "y_s".

Error in callsedumi (line 68)
Primal = y_s;

Error in solvesdp (line 246)
    eval(['output = ' solver.call '(interfacedata);']);


You must have observed I have already set 'debug' to 1 and the above is only what matlab have output for debugging.



Johan Löfberg

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Apr 20, 2015, 4:41:09 AM4/20/15
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What happens when you run

sedumi([1; 1],1,[1 1])

I.e, have you actually checked that sedumi works on your system?

YALMIP user

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Apr 20, 2015, 5:03:52 AM4/20/15
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>> sedumi([1; 1], 1, [1 1])
Error using makereal
Function "mxGetJc_700" is obsolete.
(64-bit mex files using sparse matrices must be rebuilt with the
"-largeArrayDims" option.  See the R2006b release notes for more
details.)

Error in pretransfo (line 214)
At = makereal(sparse(At),K,cpx);

Error in sedumi (line 261)
[A,b,c,K,prep,origcoeff] = pretransfo(A,b,c,K,pars);


According to such info, it seems I have done the wrong compiling while installing my SeDuMi. But I have not seen any document infered to add options as "-largeArrayDims" or anything like that while compiling. Could you please recommend me some detailed installation manual of SeDuMi to be downloaded and read somewhere?

Johan Löfberg

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Apr 20, 2015, 5:07:33 AM4/20/15
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Did you download the precompiled SeDuMi versions from https://github.com/sqlp/sedumi? If not, do so.

You should install the latest version of YALMIP too http://users.isy.liu.se/johanl/yalmip/pmwiki.php?n=Main.Download

YALMIP user

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Apr 21, 2015, 3:36:28 AM4/21/15
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I have downloaded and installed the newest version of SeduMi from where you directed, https://github.com/sqlp/sedumi. 

After doing that, I have successfully solved my last too simple a question refered in my previous posts. But as I went further, I discovered I should have to solve a very much complex problem, much much harder one. I now demonstrate here by matlab code.




>>  opt = sdpsettings('solver','sedumi','cachesolvers',1,'sedumi.eps',1e-6,'verbose',1);

%%%%%       NuSubSupSize is a 1x1 double which have the value 233.0.

>>         ParaPPCP = sdpvar(3*NuSubSupSize, 1);
>>         ScaleP = sdpvar( NuSubSupSize, 1);

%%%%%       NewRayAllM is a sparse double matrix with size of 10419x699.
%%%%%       SubSup is a 1x233 vector of double, but factually it contains only integers.
%%%%%       Sup2Para is a sparse double vector with size of 1x1328 and contains only integers.
%%%%%       YPointer is 444x1 double vector.
%%%%%       ClosestDist is 1x1 double with the value of 1.0.
%%%%%       FarestDist is 1x1 double with the value of 250.0.
%%%%%       TriColConfident is 2x1 double with the value of [77;106].

>>         F = set(ParaPPCP(3*(1:NuSubSupSize)-1).*YPointer(Sup2Para(SubSup))<=0)...
            +set(NewRayAllM*ParaPPCP <=1/ClosestDist)...
            +set(NewRayAllM*ParaPPCP >=1/FarestDist)...
            +set( ScaleP( setdiff( 1:NuSubSupSize, TriColConfident)) == 1);% only triangulated sup can shift (optional)
%%%%%       NewPosiM is a sparse double of size 10418x699.
%%%%%       WeightsSelfTerm is a double vector of ones with size of 10418x1.
%%%%%       NewPosiTriangulatedM is a sparse double of size 7096x699.
%%%%%       TriLogisticWei is a sparse double of size 7096x1.
%%%%%       Center is a 1x1 double of value 5.
%%%%%       NewCoPM is a sparse double of size 610x699.
%%%%%       NewCoPMBound is a double vector of size 610x1 with the values of zeros.
%%%%%       NewCoPEstDepth is a sparse double vector.
%%%%%       NewHoriStickM is a sparse double of size 646x699.
%%%%%       NewHoriStickMBound is double vector of size 646x1 with all zeros.
%%%%%       NewEstDepHoriStick is a double vector of size 646x1.
%%%%%       NewWeightHoriNeighborStitch is sparse double of size 646x1.
%%%%%       NewVertStickM is a sparse double of size 1739x699.
%%%%%       NewVertStickMBound is double vector of size 1739x1 with all zeros.
%%%%%       NewEstDepVertStick is a double vector of size 1739x1.
%%%%%       NewWeightVertNeighborStitch is a sparse double of size 1739x1.

>>           sol = solvesdp(F, norm( (NewPosiM*ParaPPCP-1 ) .* WeightsSelfTerm,1)...    
                    + norm( (NewPosiTriangulatedM*ParaPPCP-ones(size(NewPosiTriangulatedM,1), 1)).*TriLogisticWei, 1)...
                    + Center*norm(((NewCoPM)*ParaPPCP + NewCoPMBound).*NewCoPEstDepth, 1)...%//Min
              + norm(((NewHoriStickM)*ParaPPCP + NewHoriStickMBound).*...
                                NewEstDepHoriStick.*NewWeightHoriNeighborStitch,1)...
                + norm(((NewVertStickM)*ParaPPCP + NewVertStickMBound).*...
                                NewEstDepVertStick.*NewWeightVertNeighborStitch,1) ...
                    , opt);

SeDuMi had unexplained problems, probably due to linear dependence.
YALMIP tweaks the problem and restarts...
 
Unexplained crash in SeDuMi! (could be memory issues)
If you have SDPT3 3.02 on you path, remove it.
If this doesn't work, make sure you have a recent and compiled version


The variables are stored in the mat file attachment.

I cannot fathom what caused the crash. Please help. Thank you in advance.

storedVariables.mat

YALMIP user

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Apr 21, 2015, 9:52:55 AM4/21/15
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Thanks a lot.

Eventually I have conquered my problem.

Reinstall the YALMIP and solved it.

Thank you again.

Marc Wijnand

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Jul 3, 2015, 7:04:13 AM7/3/15
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I encountered the same problem with Yalmip 20150204, Matlab R2014b. My code worked before, but suddenly SuDoMi crashed.
I think that there can be three problems:
- 'memory issues': I am on a university computer and think that I have enough memory left.
- 'wrong binary': What does this mean?
- 'recent and compiled version': I will download the latest version, although I do not understand how this could solve the problem.
Any suggestions?
Error message:
SeDuMi 1.3 by AdvOL, 2005-2008 and Jos F. Sturm, 1998-2003.
Alg = 2: xz-corrector, theta = 0.250, beta = 0.500
eqs m = 49, order n = 143, dim = 200, blocks = 47
nnz(A) = 193 + 0, nnz(ADA) = 153, nnz(L) = 101
 it :     b*y       gap    delta  rate   t/tP*  t/tD*   feas cg cg  prec
  0 :            1.91E+01 0.000
 
SeDuMi had unexplained problems, maybe due to linear dependence?
YALMIP tweaks the problem (adds 1e6 magnitude bounds on all variables) and restarts...
 
SeDuMi 1.3 by AdvOL, 2005-2008 and Jos F. Sturm, 1998-2003.
Alg = 2: xz-corrector, theta = 0.250, beta = 0.500
eqs m = 49, order n = 241, dim = 298, blocks = 47
nnz(A) = 291 + 0, nnz(ADA) = 153, nnz(L) = 101
 it :     b*y       gap    delta  rate   t/tP*  t/tD*   feas cg cg  prec
  0 :            8.13E+07 0.000
Nope, unexplained crash in SeDuMi! (could be memory issues or wrong binary)
Make sure you have a recent and compiled version
 
 
For better diagnostics, use sdpsettings('debug',1)
 
 

ans = 

    yalmiptime: NaN
    solvertime: NaN
          info: 'Unknown problem in solver (try using 'debug'-flag in sdpsettings) (Undefined function or variable "y_s".)'
       problem: 9

MWE:
close all
clear all
clc

Pi=[3.4309 1.4534; 1.4534 3.3298];
VAe=[-0.1946   -0.0045
   -0.1897   -0.0186
   -0.1793   -0.0483
   -0.1622   -0.0964
   -0.1408   -0.1542
   -0.1218   -0.2039
   -0.1100   -0.2340
   -0.1046   -0.2477
   -0.0112   -0.2018
   -0.0000   -0.1961
    0.0000   -0.1961
    0.0003   -0.1958
    0.0031   -0.1932
    0.0112   -0.1853
    0.0278   -0.1693
    0.0546   -0.1431
    0.0896   -0.1084
    0.1265   -0.0714
    0.1574   -0.0399
    0.1785   -0.0183
    0.1901   -0.0063
    0.1950   -0.0012
    0.1961   -0.0000
    0.1961    0.0000
    0.1946    0.0045
    0.1897    0.0186
    0.1793    0.0483
    0.1622    0.0964
    0.1408    0.1542
    0.1218    0.2039
    0.1100    0.2340
    0.1046    0.2477
    0.0112    0.2018
    0.0000    0.1961
   -0.0000    0.1961
   -0.0003    0.1958
   -0.0031    0.1932
   -0.0112    0.1853
   -0.0278    0.1693
   -0.0546    0.1431
   -0.0896    0.1084
   -0.1265    0.0714
   -0.1574    0.0399
   -0.1785    0.0183
   -0.1901    0.0063
   -0.1950    0.0012
   -0.1961    0.0000
   -0.1961   -0.0000];
Vbe = [0.9809
    0.9817
    0.9826
    0.9820
    0.9780
    0.9714
    0.9660
    0.9632
    0.9794
    0.9806
    0.9806
    0.9806
    0.9812
    0.9826
    0.9852
    0.9882
    0.9901
    0.9894
    0.9867
    0.9838
    0.9818
    0.9808
    0.9806
    0.9806
    0.9809
    0.9817
    0.9826
    0.9820
    0.9780
    0.9714
    0.9660
    0.9632
    0.9794
    0.9806
    0.9806
    0.9806
    0.9812
    0.9826
    0.9852
    0.9882
    0.9901
    0.9894
    0.9867
    0.9838
    0.9818
    0.9808
    0.9806
    0.9806];

sdpvar sqrtalpha
BB=sqrtalpha*Pi^(-1/2);
cost=-logdet(BB);%log(det(Binv)), we know det(Binv)>=0
cond=[];
for i=1:length(Vbe)
    cond=[cond norm(BB*VAe(i,:)',2)<=Vbe(i)];
end
optimize(cond,cost)%,sdpsettings('debug',1));
alpha=value(sqrtalpha)^2;

Message has been deleted

Marc Wijnand

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Jul 3, 2015, 7:21:23 AM7/3/15
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Using the latest Yalmip release (2015066) does not solve the problem.

Johan Löfberg

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Jul 6, 2015, 3:34:15 AM7/6/15
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works in sedumi (1.32, you are running an old version) on matlab 2015

Marc Wijnand

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Jul 6, 2015, 8:48:48 AM7/6/15
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Thank you. Where can I find the newest version of SeDuMi (http://sedumi.ie.lehigh.edu/downloads seems to be outdated.)
Also, how can I solve the N/A's in my yalmip test?
+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
|                   Test|   Solution|                                                                                       Solver message|
+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
|   Core functionalities|        N/A|                                                                         Successfully solved (YALMIP)|
|                     LP|    Correct|                                                                Successfully solved (GLPK-GLPKMEX-CC)|
|                     LP|    Correct|                                                                Successfully solved (GLPK-GLPKMEX-CC)|
|                     QP|    Correct|                                                                       Successfully solved (QUADPROG)|
|                     QP|    Correct|                                                                       Successfully solved (QUADPROG)|
|                   SOCP|        N/A|   Unknown problem in solver (Turn on 'debug' in sdpsettings) (Undefined function or variable "y_s".)|
|                   SOCP|        N/A|   Unknown problem in solver (Turn on 'debug' in sdpsettings) (Undefined function or variable "y_s".)|
|                   SOCP|        N/A|   Unknown problem in solver (Turn on 'debug' in sdpsettings) (Undefined function or variable "y_s".)|
|                    SDP|        N/A|   Unknown problem in solver (Turn on 'debug' in sdpsettings) (Undefined function or variable "y_s".)|
|                    SDP|        N/A|   Unknown problem in solver (Turn on 'debug' in sdpsettings) (Undefined function or variable "y_s".)|
|                    SDP|        N/A|   Unknown problem in solver (Turn on 'debug' in sdpsettings) (Undefined function or variable "y_s".)|
|                    SDP|        N/A|   Unknown problem in solver (Turn on 'debug' in sdpsettings) (Undefined function or variable "y_s".)|
|                 MAXDET|        N/A|   Unknown problem in solver (Turn on 'debug' in sdpsettings) (Undefined function or variable "y_s".)|
|                 MAXDET|        N/A|   Unknown problem in solver (Turn on 'debug' in sdpsettings) (Undefined function or variable "y_s".)|
|          Infeasible LP|        N/A|                                                                 Infeasible problem (GLPK-GLPKMEX-CC)|
|          Infeasible QP|        N/A|                                                                        Infeasible problem (QUADPROG)|
|         Infeasible SDP|        N/A|   Unknown problem in solver (Turn on 'debug' in sdpsettings) (Undefined function or variable "y_s".)|
|      Moment relaxation|        N/A|   Unknown problem in solver (Turn on 'debug' in sdpsettings) (Undefined function or variable "y_s".)|
|         Sum-of-squares|        N/A|   Unknown problem in solver (Turn on 'debug' in sdpsettings) (Undefined function or variable "y_s".)|
|           Bilinear SDP|        N/A|                                                                                   No suitable solver|
+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++


Mark L. Stone

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Jul 6, 2015, 9:09:09 AM7/6/15
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A built (latest) version of sedumi is included in the CVX distribution. http://cvxr.com/cvx/download/ .

Johan Löfberg

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Jul 6, 2015, 9:16:39 AM7/6/15
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We keep an updated version here

Johan Löfberg

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Jul 6, 2015, 9:17:48 AM7/6/15
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and the reason you have all the nans is most likely because you sdp solvers fails miserably all the time (mosek without license?)

Marc Wijnand

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Jul 6, 2015, 10:08:54 AM7/6/15
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Thanks a lot! Downloading the latest version of SeDuMi did the trick. (SeDuMi 1.32 from cvxr.com, Matlab R2014b.)

Francesco Ferrante

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May 4, 2016, 12:19:09 PM5/4/16
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When I run 

sedumi([1; 1], 1, [1 1])

in Matlab 2014b on MacOs El Capitan this is what I get:

SeDuMi 1.32 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 = 1, order n = 3, dim = 3, blocks = 1
nnz(A) = 2 + 0, nnz(ADA) = 1, nnz(L) = 1
 it :     b*y       gap    delta  rate   t/tP*  t/tD*   feas cg cg  prec
  0 :            1.20E+01 0.000
Error using maxstep
Too many input arguments.

Error in wregion (line 99)
        maxt1 = min(maxstep(dx,xc,uxc,K), maxstep(dz,zc,uzc,K));

Error in sedumi (line 477)
    [xscl,yNxt,zscl,y0Nxt, w,relt, dxmdz,err, wr] = ...



Any thought?

Johan Löfberg

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May 4, 2016, 12:26:15 PM5/4/16
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The problem is simply too simple.

Johan Löfberg

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May 4, 2016, 12:29:01 PM5/4/16
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...or you have a nameclash with a function called maxstep.

which maxstep -all
>> which maxstep -all
C:\work\solvers\sedumi\maxstep.m
C:\Program Files\MATLAB\R2015a\toolbox\dsp\filterdesign\@adaptfilt\maxstep.m  % adaptfilt method
C:\Program Files\MATLAB\R2015a\toolbox\dsp\dsp\maxstep.m                      % Shadowed

sedumi has to be on top

Francesco Ferrante

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May 4, 2016, 12:52:09 PM5/4/16
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Thank you for replying. In fact Sedumi in my case is the last one, what do I need to do?

Thanks.

Johan Löfberg

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May 4, 2016, 12:53:23 PM5/4/16
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add sedumi to you path to make sure it is on top

Francesco Ferrante

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May 4, 2016, 12:58:18 PM5/4/16
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Thanks now it works perfectly! I really appreciated your help!

ayse gul

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Apr 23, 2018, 7:59:43 AM4/23/18
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I tried the Yalmip by using bot sedumi and mosek in my Ios computer and it produce some errors,
++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
|                   Test|   Solution|                                                                                        Solver message|
++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
|   Core functionalities|        N/A|                                                                          Successfully solved (YALMIP)|
|                     LP|        N/A|   Unknown problem in solver (Turn on 'debug' in sdpsettings) (Reference to non-existent field 'sol'.)|
|                     LP|        N/A|   Unknown problem in solver (Turn on 'debug' in sdpsettings) (Reference to non-existent field 'sol'.)|
|                     QP|        N/A|   Unknown problem in solver (Turn on 'debug' in sdpsettings) (Reference to non-existent field 'sol'.)|
|                     QP|        N/A|   Unknown problem in solver (Turn on 'debug' in sdpsettings) (Reference to non-existent field 'sol'.)|
|                   SOCP|        N/A|   Unknown problem in solver (Turn on 'debug' in sdpsettings) (Reference to non-existent field 'sol'.)|
|                   SOCP|        N/A|   Unknown problem in solver (Turn on 'debug' in sdpsettings) (Reference to non-existent field 'sol'.)|
|                   SOCP|        N/A|   Unknown problem in solver (Turn on 'debug' in sdpsettings) (Reference to non-existent field 'sol'.)|
|                    SDP|        N/A|   Unknown problem in solver (Turn on 'debug' in sdpsettings) (Reference to non-existent field 'sol'.)|
|                    SDP|        N/A|   Unknown problem in solver (Turn on 'debug' in sdpsettings) (Reference to non-existent field 'sol'.)|
|                    SDP|        N/A|   Unknown problem in solver (Turn on 'debug' in sdpsettings) (Reference to non-existent field 'sol'.)|
|                    SDP|        N/A|   Unknown problem in solver (Turn on 'debug' in sdpsettings) (Reference to non-existent field 'sol'.)|
|                 MAXDET|        N/A|   Unknown problem in solver (Turn on 'debug' in sdpsettings) (Reference to non-existent field 'sol'.)|
|                 MAXDET|        N/A|   Unknown problem in solver (Turn on 'debug' in sdpsettings) (Reference to non-existent field 'sol'.)|
|          Infeasible LP|        N/A|   Unknown problem in solver (Turn on 'debug' in sdpsettings) (Reference to non-existent field 'sol'.)|
|          Infeasible QP|        N/A|   Unknown problem in solver (Turn on 'debug' in sdpsettings) (Reference to non-existent field 'sol'.)|
|         Infeasible SDP|        N/A|   Unknown problem in solver (Turn on 'debug' in sdpsettings) (Reference to non-existent field 'sol'.)|
|      Moment relaxation|        N/A|   Unknown problem in solver (Turn on 'debug' in sdpsettings) (Reference to non-existent field 'sol'.)|
|         Sum-of-squares|        N/A|   Unknown problem in solver (Turn on 'debug' in sdpsettings) (Reference to non-existent field 'sol'.)|
|           Bilinear SDP|        N/A|                                                                                    No suitable solver|
++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
>> could you help me how can i cope with this problem, i understand it cannot find a proper solver to solve the inequalities,

Johan Löfberg

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Apr 23, 2018, 9:06:58 AM4/23/18
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Have you checked that SeDuMi actually works?

sedumi(1,1,1) should return a solution if you have correctly installed a recent version on your system

ayse gul

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Apr 23, 2018, 10:17:12 AM4/23/18
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>> sedumi(1,1,1)
Invalid MEX-file '/Users/ayk/Documents/MATLAB/sedumi-master-3/whichcpx.mexmaci64':
dlopen(/Users/ayk/Documents/MATLAB/sedumi-master-3/whichcpx.mexmaci64, 6): Library not loaded:
@loader_path/libmwlapack.dylib
  Referenced from: /Users/ayk/Documents/MATLAB/sedumi-master-3/whichcpx.mexmaci64
  Reason: image not found.

Error in pretransfo (line 211)
cpx = whichcpx(K);

Error in sedumi (line 261)
[A,b,c,K,prep,origcoeff] = pretransfo(A,b,c,K,pars);

it gives the above error, I execute the SeDuMi installation and it says 

>> install_sedumi

---------------------------------------------------------------------------
SeDuMi installation script
   Directory: /Users/ayk/Documents/MATLAB/sedumi-master-3
   Matlab 9.3.0.713579 (R2017b) on MACI64
---------------------------------------------------------------------------
Looking for existing binaries...found!
   If for some reason you need to rebuild the binaries, use this command:
      install_sedumi -rebuild
---------------------------------------------------------------------------
Adding SeDuMi to the Matlab path:
   Base directory...already there.
   Conversion directory...already there.
   Examples directory...already there.
----------------- ----- Message truncated -----

Johan Löfberg

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Apr 23, 2018, 10:53:09 AM4/23/18
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hence now it works after you rebuild?

ayse gul

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Apr 23, 2018, 11:28:48 AM4/23/18
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No it is still not working it has the following error again

Johan Löfberg

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Apr 23, 2018, 11:33:59 AM4/23/18
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Did you really rebuild it? And there were no complaints?

If you did, and it still fails to work on you mac, you will have to investigate all the mac discussion, and maybe raise an issue if you find nothing related
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