test for cvx library in matlab - windows

Download the zip file of cvx

http://cvxr.com/cvx/download/ by downloading cvx-w64.zip

Require a licence for academic use

a file named cvx_license.dat

Install with licence

unzip the zip file into the toolbox directory ($MatlabRoot\toolbox)

run the command in matlab after entering the directory of cvx (adding the path of licence file)

>> cvx_setup E:\software\MATLAB\R2014a\toolbox\cvx\cvx_license.dat

Then

---------------------------------------------------------------------------
CVX: Software for Disciplined Convex Programming (c)2014 CVX Research
Version 2.1, Build 1112 (ef41608) Sun Oct 2 17:15:09 2016
---------------------------------------------------------------------------

Test with simple script

cvx_test.m

 m = ; n = ; p = ;
 A = randn(m,n); b = randn(m,);
 C = randn(p,n); d = randn(p,); e = rand;
 cvx_begin
     variable x(n)
     minimize( norm( A * x - b,  ) )
     subject to
         C * x == d
         norm( x, Inf ) <= e
 cvx_end

run the script

 >> cvx_test
 
 Calling SDPT3 4.0:  variables,  equality constraints
    For improved efficiency, SDPT3 is solving the dual problem.
 ------------------------------------------------------------
 
  num. of constraints =
  dim. of socp   var  = ,   num. of socp blk  =
  dim. of linear var  =
  dim. of free   var  =   *** convert ublk to lblk
 *******************************************************************
    SDPT3: Infeasible path-following algorithms
 *******************************************************************
 
------------------------For abbreviatin --------------
  rel. primal infeas (scaled problem)   = 2.01e-09
  rel. dual     "        "       "      = 6.95e-10
  rel. primal infeas (unscaled problem) = 0.00e+00
  rel. dual     "        "       "      = 0.00e+00
  norm(X), norm(y), norm(Z) = 1.5e+00, 4.5e+00, 6.4e+00
  norm(A), norm(b), norm(C) = 1.8e+01, 2.0e+00, 6.3e+00
  Total CPU time (secs)  = 0.07
  CPU time per iteration = 0.01
  termination code       =
  DIMACS: 2.0e-09  0.0e+00  1.2e-09  0.0e+00  6.3e-09  6.2e-09
 -------------------------------------------------------------------
 
 ------------------------------------------------------------
 Status: Solved
 Optimal value (cvx_optval): +4.29018