Builds and solves a simple least-squares problem using cvx
echo on
n = 100;
A = randn(2*n,n);
b = randn(2*n,1);
cvx_begin
variable x(n)
minimize( norm( A*x-b ) )
cvx_end
echo off
Calling SeDuMi: 301 variables (100 free), 200 equality constraints
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SeDuMi 1.1 by AdvOL, 2005 and Jos F. Sturm, 1998, 2001-2003.
Alg = 2: xz-corrector, Adaptive Step-Differentiation, theta = 0.250, beta = 0.500
Split 100 free variables
eqs m = 200, order n = 203, dim = 402, blocks = 2
nnz(A) = 40200 + 0, nnz(ADA) = 40000, nnz(L) = 20100
it : b*y gap delta rate t/tP* t/tD* feas cg cg prec
0 : 1.87E-001 0.000
1 : 1.24E+001 4.44E-002 0.000 0.2375 0.9000 0.9000 -0.48 1 1 1.5E+000
2 : 9.65E+000 4.02E-003 0.000 0.0906 0.9900 0.9900 0.98 1 1 2.0E-001
3 : 9.65E+000 1.72E-006 0.248 0.0004 0.9999 0.9999 1.04 1 1 9.0E-005
4 : 9.65E+000 8.29E-009 0.000 0.0048 0.9990 0.9990 1.32 1 1 2.6E-007
5 : 9.65E+000 2.05E-012 0.000 0.0002 0.9999 0.9999 1.00 1 1 6.4E-011
iter seconds digits c*x b*y
5 0.4 Inf 9.6490906200e+000 9.6490906203e+000
|Ax-b| = 2.6e-010, [Ay-c]_+ = 2.1E-011, |x|= 1.0e+002, |y|= 1.0e+000
Detailed timing (sec)
Pre IPM Post
8.012E-002 3.906E-001 0.000E+000
Max-norms: ||b||=3.191291e+000, ||c|| = 1,
Cholesky |add|=0, |skip| = 0, ||L.L|| = 18.0441.
------------------------------------------------------------------------
Status: Solved
Optimal value (cvx_optval): +9.64909