Hi,
The following works fine:
> f
[1] 0.08 0.03 0.04
> A2
[,1] [,2] [,3]
[1,] 0.000000e+00 0.0000000000 0.000000e+00
[2,] 0.000000e+00 0.0000000000 0.000000e+00
[3,] 2.999651e-03 0.0009094342 1.945708e-03
[4,] 4.124431e-05 0.0001360390 1.203345e-05
[5,] 3.027932e-04 0.0000412920 4.668090e-04
[6,] 0.000000e+00 0.0000000000 0.000000e+00
> b2
[1] 0 0 0 0 0 0
> C2
[,1] [,2] [,3]
[1,] 0.1 0.4 -0.30
[2,] -0.3 -0.1 -0.15
[3,] 0.0 0.0 0.00
[4,] -1.0 -1.0 -1.00
> d2
[1] 0.4 -0.2 0.1 1.0
> N2
[1] 1 1 3 1
> fit <- socp(f, A2, b2, C2, d2, N2)
> fit
$x
[1] -61.99911 35.28410 27.71243
$z
[1] 0.000000000 0.000000000 0.000000000 27.753033887 -0.715260932
[6] -0.005912403
$w
[1] 2.692738e-02 6.166071e-17 2.776225e+01 5.912403e-03
$iter
[1] 500
$hist
[1] 0
$convergence
[1] FALSE
$info
[1] 4
$message
[1] "Maximum iterations (4)"
>
However, when I add conditions that the x variables must be positive, I
get an error:
> f
[1] 0.08 0.03 0.04
> A3
[,1] [,2] [,3]
[1,] 0.000000e+00 0.0000000000 0.000000e+00
[2,] 0.000000e+00 0.0000000000 0.000000e+00
[3,] 2.999651e-03 0.0009094342 1.945708e-03
[4,] 4.124431e-05 0.0001360390 1.203345e-05
[5,] 3.027932e-04 0.0000412920 4.668090e-04
[6,] 0.000000e+00 0.0000000000 0.000000e+00
[7,] 0.000000e+00 0.0000000000 0.000000e+00
[8,] 0.000000e+00 0.0000000000 0.000000e+00
[9,] 0.000000e+00 0.0000000000 0.000000e+00
> b3
[1] 0 0 0 0 0 0 0 0 0
> C3
[,1] [,2] [,3]
[1,] 0.1 0.4 -0.30
[2,] -0.3 -0.1 -0.15
[3,] 0.0 0.0 0.00
[4,] -1.0 -1.0 -1.00
[5,] 1.0 0.0 0.00
[6,] 0.0 1.0 0.00
[7,] 0.0 0.0 1.00
> d3
[1] 0.4 -0.2 0.1 1.0 0.0 0.0 0.0
> N3
[1] 1 1 3 1 1 1 1
> fit <- socp(f, A3, b3, C3, d3, N3)
Error in .socp.phase1(f, A, b, N, control) : Phase 1 failed, alpha>=0
I'm having trouble interpreting this error message. It seems to me that
the problem is the initial point is infeasible, but I may be wrong here.
If I am right, I'm not sure why it is infeasible given that I have only
added a few simple conditions. Any thoughts?
Thanks a bunch,
Ryan
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