YALMIP R20140221 yalmiptest hangs on bmitest with PENLAB

[Mark L. Stone]

I installed YALMIP R20140221, and have PENLAB v1.04 installed.  Running under R2013A WIN32.  There are a lot of "Warning: Matrix is close to singular or badly scaled. Results may be inaccurate" messages, and then it hangs after the iteration 5 report (still running its thread at 100% CPU after many minutes, I don't know whether it will ever advance).

Testing function bmitest
 
*******************************************************************************
PenLab 1.04 (20140125)
*******************************************************************************
Number of variables                            4
Number of matrix variables                     0
   - degrees of freedom (var. elements)        0
(Function) constraints
   - box inequalities                          0
   - linear inequalities                       1
   - nonlinear inequalities                    0
   - linear equalities                         0
   - nonlinear equalities                      0
Matrix constraints
   - box inequalities                          0
   - linear inequalities                       1
   - nonlinear inequalities                    1
 
Min./Max. ineq-mult.:   1.000000 /  1.000000
*******************************************************************************
* it |     obj      | (U,G(x)) |  ||dF||  |   feas   |   pmin   |  Nwt | InIt |
*******************************************************************************
|   0|  0.00000e+00 |  0.0e+00 |  1.7e+01 |  1.0e+00 |  1.0e+00 |    0 |    0 |
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  1.695069e-16.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  1.695069e-16.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  9.399873e-17.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  9.399873e-17.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  5.212682e-17.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  5.212682e-17.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  2.890389e-17.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  2.890389e-17.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  1.602761e-17.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  1.602761e-17.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  8.886158e-18.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  8.886158e-18.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  4.928201e-18.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  4.928201e-18.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  2.733216e-18.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  2.733216e-18.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  1.516235e-18.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  1.516235e-18.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  8.407532e-19.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  8.407532e-19.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  4.661403e-19.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  4.661403e-19.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  2.585400e-19.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  2.585400e-19.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  1.431588e-19.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  1.431588e-19.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  7.911072e-20.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  7.911072e-20.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  4.390843e-20.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  4.390843e-20.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  2.436989e-20.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  2.436989e-20.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  1.334344e-20.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  1.334344e-20.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  7.408228e-21.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  7.408228e-21.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  4.098186e-21.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  4.098186e-21.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  2.335087e-21.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  2.335087e-21.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  1.323939e-21.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  1.323939e-21.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  7.874010e-22.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  7.874010e-22.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  3.948468e-22.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  3.948468e-22.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  2.251402e-22.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  2.251402e-22.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  1.432062e-22.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  1.432062e-22.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  7.904370e-23.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  7.904370e-23.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  3.253112e-23.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  3.253112e-23.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  1.997727e-23.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  1.997727e-23.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  1.625078e-23.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  1.625078e-23.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  1.101102e-23.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  1.101102e-23.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  5.681260e-24.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  5.681260e-24.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  3.531477e-24.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  3.531477e-24.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
|   1| -2.50000e+00 |  2.5e-01 |  1.1e-02 |  0.0e+00 |  1.0e+00 |  100 |  124!|
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  6.720322e-24.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  6.720322e-24.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
|   2| -2.50000e+00 |  3.7e-02 |  1.1e-04 |  0.0e+00 |  5.0e-01 |    6 |   11 |
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  1.818906e-23.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  1.818906e-23.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  1.227661e-23.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  1.227661e-23.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  4.450788e-24.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  4.450788e-24.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  3.944896e-24.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  3.944896e-24.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
|   3| -2.50000e+00 |  5.6e-03 |  7.4e-04 |  0.0e+00 |  2.5e-01 |    8 |   12 |
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  2.469757e-24.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  2.469757e-24.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  1.180441e-23.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  1.180441e-23.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  3.221286e-24.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  3.221286e-24.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  1.741632e-24.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  1.741632e-24.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
|   4| -2.50000e+00 |  8.4e-04 |  1.4e-03 |  0.0e+00 |  1.3e-01 |    7 |   10 |
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  3.600371e-24.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND =  3.600371e-24.
> In penlab.solve_chol at 86
  In penlab.unconstr_min at 52
  In penlab.solve at 197
  In callpenlabbmi at 31
  In solvesdp at 358
  In yalmiptest>bmitest at 758
  In yalmiptest at 233
|   5| -2.50000e+00 |  1.3e-04 |  8.1e-01 |  1.5e+06 |  6.3e-02 |    2 |   54!|

[Johan Löfberg]

OK, will report to penlab developers

[Mark L. Stone]

Thanks Yohan.  It's still running at 100% CPU, with no update provided sicne the iteration 5 report shown above.

Did it run for you?  Maybe it doesn't like 32 bits (numerical behavior on something could be just enough different between 32 and 64 bits to make the difference in whether the "black computing hole" is entered?

[Johan Löfberg]

No, it hangs on 64bit too. Gets stuck in a line-search procedure. Reported (I think I've reported a similar case before)

[Mark L. Stone]

Yohan, didn't you run yalmiptest yourself before posting the YALMIP release?  Or perhaps your yalmiptest was not invoking PENLAB (v 1.04)?

I just killed it with ctrl C.  Here's what it showed:

Operation terminated by user during penlab/mpen_update>p_check (line 118)

In penlab/mpen_update (line 50)
    [pnew(k), nfactor] = p_check(-Akx, pnew(k), obj.PA(k));
In penlab/solve (line 360)
    obj.mpen_update();
In callpenlabbmi (line 31)
solve(prob);
In solvesdp (line 358)
        eval(['output = ' solver.call '(interfacedata);']);
In yalmiptest>bmitest (line 758)
sol = solvesdp(F,-alpha,ops);
In yalmiptest (line 233)
        [pp,ss,res] = eval([test{i}.fcn '(ops)']);


I just ran it a few more times and killed it a few seconds after iter 5 was reported, and it showed the exact same thing each time.

[Johan Löfberg]

My test suite does not include any BMI problems since i don't have any bmi solver on my test box

[Sermsak]

If we add [-1e8 <= P(:) <= 1e8] constraint to the test problem which is defined in 'bmitest' ('yalmiptest.m')
then the solver returns the correct answer.

function [pass,sol,result]=bmitest(ops)
A = [-1 2;-3 -4];
P = sdpvar(2,2);
alpha = sdpvar(1,1);
F = set(P>=eye(2))+set(A'*P+P*A <= -2*alpha*P)+set(alpha >= 0);
F = [F; -1e8 <= P(:) <= 1e8]; % this helps penlab to solve the problem
sol = solvesdp(F,-alpha,ops);
pass = ismember(sol.problem,[0 3 4 5]);
result = 'N/A';
if pass
    result = resultstring(alpha,2.5);
else
    result = 'N/A';
end


To prevent infinite loop, I edit 'p_check' function (line 112, mpen_update.m) as follows:

  while (k~=0)
    p=rFactor*p + (1-rFactor)*pold;
    [R,k] = chol(M+p*I);
    %disp(sprintf('up   pert=%e (%i)',p,k));
    nfactor=nfactor+1;
    % add save bounds??
    if abs(p-pold) <= eps % prevent infinite loop
        disp('p_check fail');
        break;
    end
  end

[Johan Löfberg]

I've reported a related bug to the developers, so they are hopefully working on it.