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Johan Löfberg
Johan Löfberg
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To ensure this does not drown in the comments, I make it an answer.

The solver used is not SeDuMi, as claimed in the question. The solver used is quadprog, and that solver (or more specifically, a severely outdated version of it), apparently had numerical issues on this particular instance. A recent version of quadprog, or any reasonably robust solver, solves this problem without issues.

To ensure this does not drown in the comments, I make it an answer.

The solver used is not SeDuMi, as claimed in the question. The solver used is quadprog, and that solver (or more specifically, a severely outdated version of it), apparently had numerical issues on this particular instance. A recent version of quadprog solves this problem without issues.

To ensure this does not drown in the comments, I make it an answer.

The solver used is not SeDuMi, as claimed in the question. The solver used is quadprog, and that solver (or more specifically, a severely outdated version of it), apparently had numerical issues on this particular instance. A recent version of quadprog, or any reasonably robust solver, solves this problem without issues.

Source Link
Johan Löfberg
Johan Löfberg
  • 1.8k
  • 10
  • 6

To ensure this does not drown in the comments, I make it an answer.

The solver used is not SeDuMi, as claimed in the question. The solver used is quadprog, and that solver (or more specifically, a severely outdated version of it), apparently had numerical issues on this particular instance. A recent version of quadprog solves this problem without issues.