Open mcg1969 opened 10 years ago
Note that this problem is converted to an SOCP by CVX, even though it consists entirely of LMIs. I haven't yet determined whether disabling this conversion process fixes the problem.
I've confirmed that solving the SDP version of this problem causes no issues.
One more observation: when solving the SDP version---the dual, actually---SeDuMi reports "Detected 4 diagonal SDP block(s) with 8 linear variables". It's quite possible that this geometry is causing numerical issues for the equivalent SOCP constraints.
SeDuMi fails to converge for this problem. Code using CVX is attached; this data file contains the actual inputs to SeDuMi for testing without CVX.