TFOCS continuation bug #5
Description
I am reporting the problem below after I didn't get any response on CVX Forum.
I want to solve a linear program with the tfocs_SCD routine of TFOCS (tried v1.3 and v1.4), that generally looks like
However. after the first continuation iteration TFOCS returns an error message. Below is an example of the code followed by the error message.
SAMPLE CODE
opts = [];
opts.continuation = true;
opts.stopCrit = 4;
contopts.maxIts = 6;
mu = 1e-1;
A=randn(10,2);
a=randn(2,1);
x = tfocs_SCD(smooth_linear(a),{A, zeros(10,1)},prox_l1,mu,[],[],opts,contopts)
ERROR MESSAGE
--- Continuation step 1 of 6, mu: 1.0e-01
Auslender & Teboulle's single-projection method
Iter Objective |dx|/|x| step
----+----------------------------------
62 | -3.81899e-01 6.38e-04 1.43e-02
Finished: Step size tolerance reached
Continuation statistics: mu/2||x-x_0||^2: 9.6e-03
--- Continuation step 2 of 6, mu: 1.0e-01
Error using tfocs_initialize (line 519)
Could not determine the dimensions of the problem. Please supply an explicit value for x0.
Error in tfocs_AT (line 13)
tfocs_initialize
Error in tfocs (line 105)
[ varargout{1:max(nargout,1)} ] = feval( [ 'tfocs_', alg ], smoothF, affineF, projectorF, x0, opts );
Error in tfocs_SCD>solver (line 193)
[varargout{1:max(nargout,2)}] = tfocs( smoothF, affineF, dualproxF, z0, opts );
Error in tfocs_SCD>@(mu,x0,z0,opts)solver(objectiveF,affineF,dualproxF,mu,x0,z0,opts) (line 118)
continuation_solver=@(mu,x0,z0,opts)solver(objectiveF,affineF,dualproxF, mu,x0,z0,opts);
Error in continuation (line 129)
[x, odata, optsOut ] = fcn( mu, x0, z0, optsTemp );
Error in tfocs_SCD (line 119)
[ x, odata, opts ] = continuation( continuation_solver, mu, x0, z0, opts,contOpts );