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The second and third output arguments return objective values for
(D) and (P), respectively.
The first output argument is a structure with several fields that
describe the solution of the problem:
- l
- [stype] PDFeasible if the solutions to both (D) and (P)
are feasible, Infeasible if (D) in infeasible, and
and Unbounded if (D) is unbounded.
- l
- [obj] an approximately optimal objective value.
- l
- [pobj] objective value of (P).
- l
- [dobj] objective value of (D).
- l
- [stopcode] equals 0 if solver converged within the prescribed tolerances
and equals nonzero if the solver terminated for other reasons.
Additional fields describe characteristics of the solution:
- l
- [tracex] the trace of the solution
of (P).
- l
- [r] the multiple of the identity matrix added to
in the final solution to make
positive definite.
- l
- [mu] the final barrier parameter (
)
- l
- [ynorm] the largest element of y (infinity norm).
- l
- [boundy] the bounds placed on the magnitude of each variable y.
- l
- [penalty] the penalty parameter
used by the solver,
which must be greater than the trace of the variables
in (P). (see above).
Additional fields provide statistics from the solver:
- l
- [iterations] number of iterations used by the algorithm.
- l
- [pstep] the final step length.in (PP)
- l
- [dstep] the final step length in (DD).
- l
- [pnorm] the final norm from the targeted located on the central path.
- l
- [rho] the potential parameter (as a multiple of the total dimension of the cones).
- l
- [gaphist] a history of the duality gap.
- l
- [infhist] a history of the variable
in (DD).
- l
- [datanorm] the Frobenius norm of C, A and b.
DSDP has also provides several utility routines.
The utility derror(
) verifies that the solution satisfies the constraints
and that the objective values (P) and (D) are equal. The errors are computed according to the
the standards of the DIMACS Challenge[7].
Next: Reading SDPA files
Up: DSDP with MATLAB
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Steven Benson
2005-02-11