Dattorro Convex Optimization of Eternity II

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This Matlab binary contains matrices

  • LaTeX: \,\tilde{E}\!\in\!\mathbb{R}^{10054\times204304} and LaTeX: \,\tilde{\tau}\in\!\mathbb{R}^{10054}

I regard the following as a very difficult problem, having spent considerable time with it.

LaTeX: \begin{array}{cl}\mbox{minimize}_x&c^{\rm T}x\\
\mbox{subject to}&\tilde{E}\,x=\tilde{\tau}\\
&x\succeq_{}\mathbf{0}\end{array}

Matrix LaTeX: \tilde{E}\!\in\!\mathbb{R}^{10054\times204304} is sparse having only 1,170,516 nonzeros.

All entries of LaTeX: \tilde{E}\, are integers from the set LaTeX: \{{-1},0,1\}\,.   LaTeX: \tilde{\tau}\in\{0,1\}^{10054}.

Vector LaTeX: c\, is left unspecified because it is varied later as part of a Convex Iteration.  

Vector LaTeX: c\, may arbitrarily be set to LaTeX: \mathbf{0} or LaTeX: \mathbf{1}.

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