problem of Maximum iterations or time limit exceeded

485 views
Skip to first unread message

Rongrong Qian

unread,
Feb 13, 2014, 9:25:55 AM2/13/14
to yal...@googlegroups.com
Hi all, 

I meet a problem of "Maximum iterations or time limit exceeded" using the SDPT3 solver.

My code is as follow:

Hg=sqrt(0.5)*(randn(7,2)+1i*randn(7,2));

A_bs=a_bs*a_bs';   % a positive semidefinite parameter matrix (7-by-7)

Q=sdpvar(7,7,[ ],'complex');

F = [Q>=0, trace(A_bs*Q)==2]; 

obj = -logdet(eye(2)+Hg'*Q*Hg);

opts = sdpsettings('solver','sdpt3');

solvesdp(F, obj, opts)

Please give me a solution to address this problem .

Many thanks 


Johan Löfberg

unread,
Feb 13, 2014, 9:37:03 AM2/13/14
to yal...@googlegroups.com
Increase the number of allowed iterations (although the fact that SDPT3 requires more than its default max amount of iterations is a sign that something is numerically bad about your model)

opts = sdpsettings('solver','sdpt3','sdpt3.maxit',500);


Johan Löfberg

unread,
Feb 13, 2014, 9:41:04 AM2/13/14
to yal...@googlegroups.com
For randomly generated problems your problems seems to be ill-posed. Optimal Q tends to infinity


Rongrong Qian

unread,
Feb 13, 2014, 9:52:55 AM2/13/14
to yal...@googlegroups.com
Thank you so much Johan, it's helpful. 
Reply all
Reply to author
Forward
0 new messages