Relative Content

Tag Archive for sdpcvxr

I have the problem in solving the SDP with CVXR

A = rbind(c(10,3),c(3,10)) B = rbind(c(6,-4),c(-4,10)) C = rbind(c(8,1),c(1,6)) D = rbind(c(16,-13),c(-13,60)) library(CVXR) x <- Variable(3) obj <- Minimize(x[1]+x[2]-x[3]) con <- list( x[1]*A + x[2]*B + x[3]*C <= D, x>=0) pro9 <- Problem(obj,con) sol <- solve(pro9) sol sol$value sol$getValue(x) I got value=Inf, x=NA reference answer sol$value: -1.486487e+00 sol$getValue(x): ## [1] -4.726329e-06 -1.245669e-06 1.486481e+00 I do […]