Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

dualize should recover duals #309

Open
johanlofberg opened this issue Aug 11, 2015 · 1 comment
Open

dualize should recover duals #309

johanlofberg opened this issue Aug 11, 2015 · 1 comment
Assignees

Comments

@johanlofberg
Copy link
Member

X = sdpvar(2,2);
t = sdpvar(2,1);
Y = sdpvar(3,3);
obj = trace(X)+trace(Y)+5*sum(t);
F = [sum(X) == 6+pi*t(1), diag(Y) == -2+exp(1)*t(2)];
F = [F, Y>=0, X>=0];
% With dualization: Lagrangian multipliers are set to 'NaN'
optimize(F,obj,sdpsettings('dualize',1,'solver','sdpt3','verbose',0));
dual(F(1)), dual(F(2)), dual(F(3)), dual(F(4))
@hithmh
Copy link

hithmh commented Dec 5, 2017

thx, really saved my code, i thought something went wrong with my primal when i saw those NaN

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Projects
None yet
Development

No branches or pull requests

2 participants