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replacing < path to MATLAB folder > as appopriate.
Testing your CVX Installation
You should test your installation after installing to confirm everything works. The easiest way to do this is to navigate to:
_ /Users/VGupta/Documents/MATLAB/cvx/examples _
and run the file simple_LP.m.
The file creates a small linear program (with random coefficients) and solves it. (Look through the code. It is very readable.) If all goes well, it should produce some output like this:
Calling sedumi: 100 variables, 50 equality constraints
------------------------------------------------------------
SeDuMi 1.21 by AdvOL, 2005-2008 and Jos F. Sturm, 1998-2003.
Alg = 2: xz-corrector, Adaptive Step-Differentiation, theta = 0.250, beta = 0.500
eqs m = 50, order n = 101, dim = 101, blocks = 1
nnz(A) = 5000 + 0, nnz(ADA) = 2500, nnz(L) = 1275
it : b*y gap delta rate t/tP* t/tD* feas cg cg prec
0 : 2.15E+00 0.000
1 : -1.79E-01 8.07E-01 0.000 0.3755 0.9000 0.9000 -0.34 1 1 2.0E+01
2 : 5.26E-01 2.55E-01 0.000 0.3164 0.9000 0.9000 0.86 1 1 5.8E+00
3 : 6.06E-01 8.08E-02 0.000 0.3166 0.9000 0.9000 1.34 1 1 1.5E+00
4 : 1.17E+00 3.08E-02 0.000 0.3810 0.9000 0.9000 1.48 1 1 4.7E-01
5 : 1.71E+00 1.55E-02 0.000 0.5046 0.9000 0.9000 1.35 1 1 2.1E-01
6 : 1.93E+00 6.81E-03 0.000 0.4385 0.9000 0.9000 1.21 1 1 8.7E-02
7 : 2.10E+00 2.89E-03 0.000 0.4236 0.9000 0.9000 0.91 1 1 4.1E-02
8 : 2.24E+00 9.22E-04 0.000 0.3193 0.9000 0.9000 0.73 1 1 1.4E-02
9 : 2.29E+00 1.97E-04 0.000 0.2140 0.9000 0.9000 1.05 1 1 2.9E-03
10 : 2.29E+00 5.97E-05 0.000 0.3027 0.9000 0.9000 0.98 1 1 8.8E-04
11 : 2.30E+00 2.34E-06 0.000 0.0392 0.9900 0.9602 1.01 1 1
iter seconds digits c*x b*y
11 0.1 13.2 2.2983746112e+00 2.2983746112e+00
Ax-b
= 8.8e-13, Ay-c_+ = 1.5E-12,
x
= 7.3e+00,
y
= 5.6e+00
Detailed timing (sec)
Pre IPM Post
2.000E-02 9.000E-02 0.000E+00
Max-norms: ||b||=2.043044e+00, ||c|| = 2.290580e+00,
Cholesky |add|=0, |skip| = 0, ||L.L|| = 3.33535.
------------------------------------------------------------
Status: Solved
Optimal value (cvx_optval): +0.714152
The precise optimal value may be different in your run since the coefficients used are random.
Connecting CVX to Gurobi
To be added.
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