Maximum Iterations Exceeded

[zwei]

Hi,

I have a problem with maximum number of iterations exceeded. The code is below:

%Declare variables and data

x=sdpvar(201,1);

mu=1.35:-0.3/199:1.05+0.3/199;

a0=[-mu';-1.05;-1];

sigma=0.65:-0.6/199:0.05+0.6/199;

a1=[sigma'-mu';1.05;-1];

z=sdpvar(199,1);

w=sdpvar(199,1);

a3=[mu';1.05;-1];

%Budget Constraint

F4=[a3'*x-sum(abs(z))-45.921*max(abs(w))>=0, z+w==sigma'.*x(1:199), sum(x(1:200))==1, x(1:200)>=0];

solvesdp(F4,-x(201));

plot(double(x(1:200)),'^','MarkerEdgeColor','m');

Exiting: Maximum number of iterations exceeded; increase options.MaxIter.

I get the above error. How do I increase the maximum iterations?

Thanks!

PS: I use sdpt3

[Johan Löfberg]

Why are you using SDPT3? Isn't this a simple LP

Anyway, sdpt3 options are avaible through sdpsettings as any other option
http://users.isy.liu.se/johanl/yalmip/pmwiki.php?n=Tutorials.Basics

[zwei]

Hi,

options = sdpsettings('MaxIter',100);

Error using sdpsettings (line 1652)

The property name 'MaxIter' is obsolete. Sorry...

What does this error mean? Thank you very much!

[Johan Löfberg]

sdpt3.maxiter

It is a property of the solver, not a general YALMIP property

[zwei]

Hi Johan,

it has been a while.

%Declare Variables

x=sdpvar(201,1);

mu=1.35:-0.3/199:1.05+0.3/199;

sigma=0.65:-0.6/199:0.05+0.6/199;

z=sdpvar(199,1);

w=sdpvar(199,1);

a3=[mu';1.05;-1];

%Budgeted RC

F4=[a3'*x-sum(abs(z))-45.921*max(abs(w))>=0, z+w==sigma'.*x(1:199), sum(x(1:200))==1, x(1:200)>=0];

solvesdp(F4,-x(201));

Exiting: Maximum number of iterations exceeded; increase options.MaxIter.

I did not install any solver, so it seems like matlab has some in-built solver. I am using version 2013b.

Therefore, I wrote:

options.MaxIter=10000000000000000;

and I did it again, and had the same problem.

The funny thing is, after I installed sdpt3 and tried the above code again but now with an additional code:

sdpsettings('solver','sdpt3');

solvesdp(F4,-x(201));

I get the same error again.

Exiting: Maximum number of iterations exceeded; increase options.MaxIter.

So it seems that matlab just ignored by sdpsettings command and used its inbuilt solver instead.

I tried with lpsolve and the same problem occurs. (Although I do not know if I installed lpsolve correctly by adding (lpsolve55.dll) and (mxlpsolve.mexw64) to my working directory).

Thanks very much in advance!

[Johan Löfberg]

You are using linprog. Look at the struct returned from solvesdp and you will see this.

To set options, you must supply the options structure to solvesdp (third argument)