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Solver Performance and Statistics

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 $X$ of (P).
l
[r] the multiple of the identity matrix added to $C-{\cal A}^T(y)$ in the final solution to make $S$ positive definite.
l
[mu] the final barrier parameter ( $\mu= (\bar z - b^T y^k )/(\rho)$)
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 $\Gamma$ used by the solver, which must be greater than the trace of the variables $X$ 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 $r$ in (DD).
l
[datanorm] the Frobenius norm of C, A and b.

DSDP has also provides several utility routines. The utility derror( $\cdot$ ) 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 up previous contents index
Next: Reading SDPA files Up: DSDP with MATLAB Previous: Solver Options   Contents   Index
Steven Benson 2005-02-11