yalmip / YALMIP

MATLAB toolbox for optimization modeling
https://yalmip.github.io/
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fmincon behaves horribly in bmibnb if nasty socp cones involved #572

Closed johanlofberg closed 6 years ago

johanlofberg commented 6 years ago
clear;
close all;
clc;
n = 10;
d = 2;
p = 3;
A = rand(n,d);
b = rand(n,1);
x = sdpvar(d,1);
t = sdpvar(n,1);
cons = [x'*x==1, -t <= A*x-b <= t,  t <= norm(A)+norm(b) ]; 
Objective = norm(A*x-b,3); 
options = sdpsettings('solver','bmibnb');
sol= optimize(cons,Objective, options)
johanlofberg commented 6 years ago

Caused by #573