gs.m において, を事前に与え,凸可解問題を解く.
>> 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