LMI, trace minimization, some variables
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From: hamed jafarian on 30 Jan 2010 05:57 Hello to all! How can I define and solve this problem? minimize -trace(Z) s.t. [Z L*A-A'*L+W*C L*B+W*D-G]<0; we know the L,W,G, matrices. variables are matrices: A, B, C, D, Z. I have written the lmivars and lmiterms, but please tell me how can I define and solve the objective function and get the variables? and the codes: setlmis([]) ; i defined: lmivars lmiterms LMIs = getlmis now how can I solve this? min(-trace(Z))? A,B,C,D,Z? |