matlab中cvx例子_CVX工具包实例

本文档展示了如何在MATLAB中使用CVX工具包解决优化问题。通过CVX的安装验证、配置和运行一个简单的模型,演示了CVX与SDPT3求解器的配合使用。
摘要由CSDN通过智能技术生成

---------------------------------------------------------------------------

CVX, version 2.0 (beta)  (c) 2012, CVX Research, Inc.

Software for Disciplined Convex Programming

---------------------------------------------------------------------------

Version info:

Code: build 909,

2013-01-25 16:57:42

Documentation: build

901, 2013-01-15 09:55:39

Installation info:

Path:

H:\matlab仿真\瑕疵检测探索\汇总的SRC全\my_program\cvx

OS: Windows 7 amd64

version 6.1

Java version

1.6.0_17

MATLAB version 7.13

(R2011b)

Verfying CVX directory contents:

No missing files.

License host:

Username:

Administrator

Host IDs: d850e641ad74

(eth3)

Installed license:

No license

installed.

No valid licenses found.

---------------------------------------------------------------------------

Setting CVX paths...done.

Saved preferences...found.

Searching for solvers...4 shims found.

2 solvers initialized (* = default):

*  SDPT3  4.0  {cvx}\sdpt3

SeDuMi

1.21  {cvx}\sedumi

2 solvers skipped:

Gurobi

Could not find a Gurobi MEX file.

Mosek

A CVX Professional license is required.

Saving updated preferences...done.

Saving updated path...done.

Testing with a simple model...done!

---------------------------------------------------------------------------

To change the default solver, type "cvx_solver ".

To save this change for future sessions, type

"cvx_save_prefs".

Please consult the users' guide for more information.

---------------------------------------------------------------------------

Calling SDPT3: 56 variables, 22 equality constraints

For improved efficiency,

SDPT3 is solving the dual problem.

------------------------------------------------------------

num. of constraints = 22

dim. of socp  var

= 41,  num. of socp blk

= 11

dim. of linear var  =

11

dim. of free  var

=  4 *** convert ublk to

lblk

*******************************************************************

SDPT3: Infeasible

path-following algorithms

*******************************************************************

version  predcorr

gam  expon

scale_data

NT  1  0.000  1

0

it pstep dstep pinfeas dinfeas  gap

prim-obj

dual-obj

cputime

-------------------------------------------------------------------

0|0.000|0.000|1.4e+001|9.3e+000|3.1e+003|

4.392497e+000  0.000000e+000| 0:0:00| chol

1  1

1|0.906|0.464|1.3e+000|5.0e+000|7.7e+002|

5.244295e+000 -3.968466e+000| 0:0:00| chol  1

1

2|1.000|0.930|2.0e-005|3.6e-001|5.4e+001|

6.554075e+000 -4.661821e+000| 0:0:00| chol  1

1

3|0.943|0.775|4.4e-006|8.1e-002|1.3e+001|

1.291519e+000 -4.725954e+000| 0:0:00| chol  1

1

4|0.839|0.799|1.3e-006|1.6e-002|3.7e+000|-2.641445e+000

-5.232910e+000| 0:0:00| chol  1

1

5|0.791|0.607|2.7e-007|6.4e-003|1.2e+000|-4.195214e+000

-5.137627e+000| 0:0:00| chol  1

1

6|1.000|0.612|4.8e-008|2.5e-003|4.2e-001|-4.686593e+000

-5.012771e+000| 0:0:00| chol  1

1

7|0.760|0.546|1.6e-008|1.1e-003|1.9e-001|-4.825705e+000

-4.974352e+000| 0:0:00| chol  1

1

8|1.000|0.704|9.3e-009|3.3e-004|5.8e-002|-4.887234e+000

-4.934893e+000| 0:0:00| chol  1

1

9|0.901|0.773|2.3e-009|7.6e-005|1.2e-002|-4.909617e+000

-4.919005e+000| 0:0:00| chol  1

1

10|1.000|0.896|1.7e-009|7.9e-006|1.1e-003|-4.913116e+000

-4.914028e+000| 0:0:00| chol  1

1

11|0.976|0.880|4.9e-010|3.7e-006|2.0e-004|-4.913311e+000

-4.913453e+000| 0:0:00| chol  1

1

12|0.998|0.967|1.7e-010|6.3e-007|1.4e-005|-4.913353e+000

-4.913359e+000| 0:0:00| chol  1

1

13|1.000|0.987|3.5e-010|4.3e-008|6.4e-007|-4.913355e+000

-4.913355e+000| 0:0:00| chol  1

1

14|1.000|0.988|2.1e-011|2.1e-009|2.6e-008|-4.913355e+000

-4.913355e+000| 0:0:00|

stop: max(relative gap, infeasibilities)

< 1.49e-008

-------------------------------------------------------------------

number of iterations  =

14

primal objective value =

-4.91335479e+000

dual  objective value =

-4.91335480e+000

gap := trace(XZ)  = 2.63e-008

relative gap  = 2.43e-009

actual relative gap  = 4.33e-010

rel. primal infeas  = 2.14e-011

rel. dual  infeas

= 2.06e-009

norm(X), norm(y), norm(Z) = 9.3e+000,

5.0e+000, 7.0e+000

norm(A), norm(b), norm(C) = 1.8e+001,

2.0e+000, 6.2e+000

Total CPU time (secs)  =

0.21

CPU time per iteration = 0.01

termination code  =  0

DIMACS: 2.1e-011  0.0e+000

3.8e-009  0.0e+000

4.3e-010  2.4e-009

-------------------------------------------------------------------

------------------------------------------------------------

Status: Solved

Optimal value (cvx_optval): +4.91335

评论
添加红包

请填写红包祝福语或标题

红包个数最小为10个

红包金额最低5元

当前余额3.43前往充值 >
需支付:10.00
成就一亿技术人!
领取后你会自动成为博主和红包主的粉丝 规则
hope_wisdom
发出的红包
实付
使用余额支付
点击重新获取
扫码支付
钱包余额 0

抵扣说明:

1.余额是钱包充值的虚拟货币,按照1:1的比例进行支付金额的抵扣。
2.余额无法直接购买下载,可以购买VIP、付费专栏及课程。

余额充值