We observe that in a simple one-dimensional polynomial optimization problem (POP), the `optimal' values of semidefinite programming (SDP) relaxation problems reported by the standard SDP solvers converge to the optimal value of the POP, while the true optimal values of SDP relaxation problems are strictly and significantly less than that value. Some pieces of circumstantial evidences for the strange behaviours of SDP solvers are given. This result gives a warning to users of SDP relaxation method for POP to be careful in believing the results of the SDP solvers. We also demonstrate how SDPA-GMP, a multiple precision SDP solver developed by one of the authors, can deal with this situation correctly.
Technical report CS-08-02, Department of Computer Science, The University of Electro-Communications