TLDR
I wrote a code to solve a SDP problem. I used subs to change syms into numerical value before cvx content and I did see the numerical value after I printed out the variables. But whos() did show that the variable is still syms type which I think might be the key point where I went wrong. The error message shows like this:
Unable to convert 'cvx' to 'sym'.
It went wrong at the line trace(rhot*X_ele(:,:,i)) == value(i); where rhot is symbolic instead of numeric.
Details I'm trying to write a SDP problem as follows:
function [res] = NH_SDP(rhot,p,value,t)
dim = size(rhot,1);
for i = 1:p
drhot(:,:,i) = diff(rhot,t(i));
end
drhot = subs(drhot,t,value);
rhot = subs(rhot,t,value);
rhott = kron(eye(p),rhot);
% cvx process
cvx_begin sdp
% cvx part
variable L_ele(dim,dim,(1+p)*p/2) hermitian;
variable X_ele(dim,dim,p) hermitian;
cnt = 1;
for i = 1:p
for j = i:p
if i == j
L((i-1)*dim+1:i*dim,(j-1)*dim+1:j*dim) = L_ele(:,:,cnt);
cnt = cnt + 1;
else
L((i-1)*dim+1:i*dim,(j-1)*dim+1:j*dim) = L_ele(:,:,cnt);
L((j-1)*dim+1:j*dim,(i-1)*dim+1:i*dim) = L_ele(:,:,cnt);
cnt = cnt + 1;
end
end
end
for i = 1:p
X((i-1)*dim+1:i*dim,1:dim) = X_ele(:,:,i);
end
for i = 1:p
X2(1:dim,(i-1)*dim+1:i*dim) = X_ele(:,:,i);
end
% rhott = [[0, 0, 0, 0, 0, 0, 0, 0]
% [0, 1/2, 7/20, 0, 0, 0, 0, 0]
% [0, 7/20, 1/2, 0, 0, 0, 0, 0]
% [0, 0, 0, 0, 0, 0, 0, 0]
% [0, 0, 0, 0, 0, 0, 0, 0]
% [0, 0, 0, 0, 0, 1/2, 7/20, 0]
% [0, 0, 0, 0, 0, 7/20, 1/2, 0]
% [0, 0, 0, 0, 0, 0, 0, 0]];
rhott = double(rhott);
rhot = double(rhot);
drhot = double(drhot);
minimize(trace(rhott*L));
subject to
% rhot = [0 0 0 0;0 1/2 7/20 0;0 7/20 1/2 0;0 0 0 0];
% drhot
for i =1:p
trace(rhot*X_ele(:,:,i)) == value(i);
end
for i = 1:p
for j = 1:p
if i == j
trace(drhot(:,:,i)*X_ele(:,:,j)) == 1;
else
trace(drhot(:,:,i)*X_ele(:,:,j)) == 0;
end
end
end
% semidefinit constraint.
[L X; X2 eye(dim)] >= 0;
cvx_end
res = cvx_optval;
X_ele
end
There are three line in the above code:
rhott = double(rhott);
rhot = double(rhot);
drhot = double(drhot);
If I delete those three lines, there will be error Unable to convert 'cvx' to 'sym'. while my rhot have already changed into numerical value by subs function and I print it out to see numerical numbers even though whos function show that the type of rhot is still syms.
To cite the documentation on
subs():emphasis mine. In other words:
subs()changes your symbolic expression to a new symbolic expression.double()on the other hand, converts whatever you feed it to atype double, i.e. a numeric value.rhottthus initially contains a symbolic value, even if that is a number.double(rhott)then evaluates it to a numeric number, rather than a symbolic one.I presume the problem is here
You're substituting all occurrences of
twithindrhotwithvalue, and then again onrhot. ifdrhotis already symbolic, i.e. if the inputsrhot, value, tare symbolic, this makes sense and indeed adoublecall will make your system numeric, rather than symbolic. If, on the other hand, all inputs are numeric,subs()unnecessarily converts everything to symbolic variables, slowing execution speed.