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From: Hamed Jafarian on 30 Jan 2010 04:31
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;

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?
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Next: LMI, trace minimization, some variables