Timeline for Problems finding feasible points with respect to linear matrix inequalty constraints
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| Jun 28, 2011 at 20:33 | comment | added | Justus | Thanks for commenting Brian. I am aware that illconditioning is a potential problem for barrier methods, but when I solved the original problems with some random data this was not an issue. However, as soon as I tried the feasibility problem with the same data, even the inital Hessian became terribly illconditioned ($\kappa>10^{17}$). This surprised me, as I thought that the feasibility problem was a problem of the same type as the original problems, just a different objective, and an extra variable. As you say, using e.g. SeDuMi to initalize the algorithm might be a good idea. | |
| Jun 28, 2011 at 16:15 | history | answered | Justus | CC BY-SA 3.0 |