hvx
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cabal test fails
HVX.BlackBoxTests.HuberTestSpec doesn't pass here:
ellipsoidAns is
([("x",(4><1)
[ -20000.000000000004
, 0.0
, -21333.333333333336
, -20655.91117977289 ]),("y",(4><1)
[ -20000.000000000004
, 0.0
, -21333.333333333336
, -20655.91117977289 ])],2020199.5145947933,10.107763535)
while subgradAns is
([("x",(4><1)
[ -1.519883690427249
, -1.04620265003407
, 0.7680639641412947
, -0.6741584739833172 ]),("y",(4><1)
[ 0.176451127779991
, -1.71682689807249e-2
, -0.7680785242367634
, -1.0953244842643262 ])],0.40723437777081944)
This is probably a stability issue with ellipsoid... Do you have the original problem data? Might help to see what CVX does.