Tartalomjegyzék

LMI tricks

Teljes Matlab script kiegészítő függvényekkel.

File:   LMI_tricks.m
Author: Peter Polcz (ppolcz@gmail.com)
Created on 2017. November 21.
Output:
┌LMI_tricks
│   - Persistence for `LMI_tricks` reused (inherited) [run ID: 48, 076]Persistence for `2017.11.21. Tuesday, 11:48:50` 
│   - Script `LMI_tricks` backuped

Preserve a full matrix to have very large values

C = sdpvar(2,3);

sdpopts = sdpsettings('verbose', 0);

mu = 10000;

optimize( [ mu*eye(2) C ; C' eye(3) ] >= 0 , sum(C(:)) , sdpopts);
val_C = value(C)
Output:
val_C =
  -40.8248  -40.8248  -40.8248
  -40.8248  -40.8248  -40.8248
optimize( [ mu*eye(2) C ; C' eye(3) ] >= 0 , -sum(C(:)) , sdpopts);
val_C = value(C)
Output:
val_C =
   40.8248   40.8248   40.8248
   40.8248   40.8248   40.8248
optimize( [ mu*eye(2) C ; C' eye(3) ] >= 0 , C(1) , sdpopts);
val_C = value(C)
Output:
val_C =
 -100.0000         0         0
         0         0         0
optimize( [ mu*eye(2) C ; C' eye(3) ] >= 0 , C(1)+C(3) , sdpopts);
val_C = value(C)
Output:
val_C =
  -70.7107  -70.7107         0
   -0.0000    0.0000         0

End of the script.

Output:
└ 0.70786 [sec]