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From: Mammar on 19 Nov 2009 08:48
hello eveybody,
i have the minimization problem under LMIs constraints using the gevp function from Matlab toolbox for P and F :

Minimize alpha subject to the following LMIs constraints :
P>0
[A'*P+P*A-X*B*B'*P-P*B*B'*X+X*B*B'*X-alpha*P (B'*P+F*C);(B'*P+F*C) -eye(m) ]<0

Can enyone help ?

thanks in advance
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