Matrix is singular, close to singular or badly scaled. Results may be inaccurate

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mohammad
mohammad 2023-1-5
评论： Matt J 2023-1-6
I have a multi-objective optimization algorithm that I coded with CVX in MATLAB
minimize (sum(aa*(p).^2+b.*abs(p)+c)+(1/U)*sum_square( curve + P')
P IS VARIBLE
My program works without problems when U=1
But due to scaling the two objective functions, we have to determine the weight coefficient for the second objective function. I increased the value of U weighting factor with correctness and error. But when I set U =200, for example, an warning "Matrix is singular, close to singular or badly scaled. Results may be inaccurate" is displayed. What should be done to solve this problem (although I am not sure that U=200 is the right number )

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