Odd numerical issue
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mcg1969 commented
I've got a simple beamforming problem here:
cvx_begin
variable w(NA) complex
minimize(norm(Wstop*w,Inf))
real(Wzero*w)>=1;
cvx_end
It's proving surprisingly difficult for any solver to handle, though in fact ECOS 1.05 does reasonably well---for awhile. Then it iterates with NaN's:
ECOS 1.0.5 - (c) A. Domahidi, ETH Zurich & embotech 2012-14. Support: ecos@embotech.com
It pcost dcost gap pres dres k/t mu step IR
0 +0.000e+00 +3.268e+00 +2e+04 6e+01 4e+03 1e+00 2e+00 N/A 1 1 -
1 +7.680e-01 +1.050e+00 +7e+03 4e+00 3e+02 1e-01 5e-01 0.9158 1 1 1
2 +3.045e-01 +3.662e-01 +4e+03 7e-01 4e+01 4e-02 2e-01 0.6520 1 1 1
3 +2.192e-01 +2.469e-01 +2e+03 3e-01 2e+01 2e-02 2e-01 0.4957 1 1 1
...
46 +8.559e-02 +8.559e-02 +1e-03 2e-08 1e-06 5e-11 1e-07 0.4098 1 0 1
47 +8.559e-02 +8.559e-02 +9e-04 2e-08 8e-07 4e-11 7e-08 0.7001 1 0 1
48 nan nan nan nan nan nan nan 0.9890 0 0 0
49 nan nan nan nan nan nan nan 0.9890 0 0 0
...
99 nan nan nan nan nan nan nan 0.9890 0 0 0
100 nan nan nan nan nan nan nan 0.9890 0 0 0
Maximum number of iterations reached, recovering best iterate (46) and stopping.
RAN OUT OF ITERATIONS (reached feastol=1.0e-06, reltol=1.7e-02, abstol=1.5e-03).
Runtime: 225.953444 seconds.
A CVX dumpfile showing the inputs and outputs is here.