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From: Michael on 30 Jul 2010 01:54
Hi

I am trying to perform a complex valued semi definite programming optimization and cannot get it to work in matlab. The problem i have is as follows.

Optimize tr(X) subject to

X>A (1)
X>B (2)
X>C (3)

where A, B and C are complex valued matrices. After reading the relevant section in the help manual i get an error which i do not know how to fix. In short. I break X, A, B and C into real and imaginary parts. For A B and C i form the matrix

[re(A) im(A);-im(A) re(A)]

whereas for X i declare two variables
[X1, n1, sx1]=lmivar([1, [4,1])
[X2, n2, sx2]=lmivar([3, skewdec[4,n1]);
and then create the big matrix
bigX=lmivar(3,[X1,X2;-X2, X1]).

As I am seeking the trace of X, i have the following command
c=mat2dec(lmisys,sx1,sx2,bigX)

Here i get an error telling me that the third variable (bigX) is not properly structured. Unfortunately the help manual on this issue is very short and does not contain any examples to work with.

Any help would be much appreciated.

Michael
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