gs_cfp.m

 gs.m において, を事前に与え,凸可解問題を解く.

実行結果

>> gs_cfp

SeDuMi 1.3 by AdvOL, 2005-2008 and Jos F. Sturm, 1998-2003.
Alg = 2: xz-corrector, theta = 0.250, beta = 0.500
eqs m = 28, order n = 97, dim = 809, blocks = 13
nnz(A) = 740 + 0, nnz(ADA) = 784, nnz(L) = 406
 it :     b*y       gap    delta  rate   t/tP*  t/tD*   feas cg cg  prec
  0 :            4.99E+002 0.000
  1 :  0.00E+000 4.23E+001 0.000 0.0847 0.9900 0.9900   1.05  1  1  1.0E+002
  2 :  0.00E+000 1.34E+001 0.000 0.3174 0.9000 0.9000   1.71  1  1  2.2E+001
  3 :  0.00E+000 4.74E+000 0.000 0.3529 0.9000 0.9000   3.90  1  1  2.7E+000
  4 :  0.00E+000 8.80E-001 0.000 0.1857 0.9000 0.9000   1.39  1  1  5.6E-001
  5 :  0.00E+000 1.96E-001 0.000 0.2232 0.9000 0.9000   1.11  1  1  2.5E-001
  6 :  0.00E+000 6.56E-002 0.000 0.3341 0.9000 0.9000   1.00  1  1  1.9E-001
  7 :  0.00E+000 2.29E-002 0.000 0.3492 0.9000 0.9000   0.93  1  1  1.8E-001
  8 :  0.00E+000 7.10E-003 0.000 0.3100 0.9000 0.9000   0.81  1  1  2.0E-001
  9 :  0.00E+000 2.25E-003 0.000 0.3168 0.9000 0.9000   0.78  1  1  2.2E-001
 10 :  0.00E+000 6.65E-004 0.000 0.2956 0.9000 0.9000   0.87  1  1  1.2E-001
 11 :  0.00E+000 1.35E-004 0.000 0.2033 0.9000 0.9000   0.95  1  1  2.6E-002
 12 :  0.00E+000 1.35E-005 0.000 0.0995 0.9900 0.9900   1.02  3  4  2.5E-003
 13 :  0.00E+000 5.03E-007 0.000 0.0374 0.9900 0.9900   1.13  2  2  8.1E-005
 14 :  0.00E+000 1.64E-010 0.000 0.0003 0.9999 0.9999   1.03  2  3  2.3E-008
 15 :  0.00E+000 4.29E-012 0.000 0.0262 0.9900 0.9900   1.00  1  3  6.5E-010

iter seconds digits       c*x               b*y
 15      0.7   8.0  3.8421269747e-012  0.0000000000e+000
|Ax-b| =  1.3e-012, [Ay-c]_+ =  0.0E+000, |x|= 1.9e-006, |y|= 4.1e+001

Detailed timing (sec)
   Pre          IPM          Post
7.996E-003    4.840E-001    2.997E-003    
Max-norms: ||b||=0, ||c|| = 194,
Cholesky |add|=1, |skip| = 0, ||L.L|| = 13344.8.
sol = 
    yalmiptime: 0.1530
    solvertime: 0.4990
          info: 'No problems detected (SeDuMi-1.3)'
       problem: 0
        dimacs: [1.2743e-012 0 0 0 3.8421e-012 7.2298e-012]
gamma_opt =
   194
X_0_opt =
    0.9745   -0.0761   -3.4350    1.2176
   -0.0761    0.2515   -0.2365   -1.3128
   -3.4350   -0.2365   27.6621   -9.2156
    1.2176   -1.3128   -9.2156   11.6601
X_1_opt =
   -0.1504    0.1403    1.4406   -1.5423
    0.1403   -0.2153    1.0128    0.6107
    1.4406    1.0128  -20.6519    6.6492
   -1.5423    0.6107    6.6492   -7.0146
F_0_opt =
   -1.3302    0.2801    6.4507   -3.2198
F_1_opt =
    0.5773    0.4060   -8.2758    2.6637
pres =
  7.5174e-003
  5.2116e-004
  8.4192e-006
  8.4655e-005
  9.5655e-006
  2.6791e-005
  3.6611e-005
  5.4668e-005
  1.6614e-005
  2.0066e-006
  2.3627e-003
  1.9150e-007
    
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