>> startup % set up default parameters in the OPTIONS structure
>> [blk,A,C,b] = read_sdpa('./sdplib/mcp250.1.dat-s');
>> [obj,X,y,Z] = sqlp(blk,A,C,b);
*******************************************************************
Infeasible path-following algorithms
*******************************************************************
version predcorr gam expon scale_data
HKM 1 0.000 1 0
it pstep dstep p_infeas d_infeas gap obj cputime
-------------------------------------------------------------------
0 0.000 0.000 1.8e+02 1.9e+01 7.0e+05 -1.462827e+04
1 0.981 1.000 3.3e+00 2.0e-15 1.7e+04 -2.429708e+03 0.7
2 1.000 1.000 4.3e-14 0.0e+00 2.4e+03 -1.352811e+03 2.2
: : : : : : : :
13 1.000 0.996 3.9e-13 8.6e-17 2.1e-05 -3.172643e+02 19.2
14 1.000 1.000 4.1e-13 8.9e-17 6.5e-07 -3.172643e+02 20.6
Stop: max(relative gap, infeasibilities) < 1.00e-08
----------------------------------------------------
number of iterations = 14
gap = 6.45e-07
relative gap = 2.03e-09
primal infeasibilities = 4.13e-13
dual infeasibilities = 8.92e-17
Total CPU time (secs) = 21.8
CPU time per iteration = 1.6
termination code = 0
-------------------------------------------------------------------
Percentage of CPU time spent in various parts
-------------------------------------------------------------------
preproc Xchol Zchol pred pred_steplen corr corr_steplen misc
5.7 3.6 0.5 33.3 9.5 3.9 25.2 11.1 3.9 3.3
-------------------------------------------------------------------
We can solve a DIMACS test problem in a similar manner.
>> OPTIONS.vers = 2; % use NT direction
>> [blk,A,C,b] = read_sedumi('./dimacs/nb.mat');
>> [obj,X,y,Z] = sqlp(blk,A,C,b,[],[],[],OPTIONS);
******************************************************************
Infeasible path-following algorithms
*******************************************************************
version predcorr gam expon scale_data
NT 1 0.000 1 0
it pstep dstep p_infeas d_infeas gap obj cputime
-------------------------------------------------------------------
0 0.000 0.000 1.4e+03 5.8e+02 4.0e+04 0.000000e+00
1 0.981 0.976 2.6e+01 1.4e+01 7.8e+02 -1.423573e+01 2.8
2 1.000 0.989 1.2e-14 1.5e-01 2.7e+01 -1.351345e+01 6.4
: : : : : : : :
13 0.676 0.778 2.6e-05 1.4e-08 2.4e-04 -5.059624e-02 45.7
14 0.210 0.463 2.6e-04 7.7e-09 1.9e-04 -5.061370e-02 49.3
Stop: relative gap < 5*infeasibility
----------------------------------------------------
number of iterations = 14
gap = 1.89e-04
relative gap = 1.89e-04
primal infeasibilities = 2.57e-04
dual infeasibilities = 7.65e-09
Total CPU time (secs) = 51.3
CPU time per iteration = 3.7
termination code = 0
-------------------------------------------------------------------
Percentage of CPU time spent in various parts
-------------------------------------------------------------------
preproc Xchol Zchol pred pred_steplen corr corr_steplen misc
4.0 0.2 0.1 90.0 0.2 0.1 2.6 0.1 0.3 2.3
-------------------------------------------------------------------