Assume that you have delcared your two variables in this order and have an lmi system 'lmi_system'. Then construct a linear function of LMI-toolbox's decvar's as follows:
n=decnbr(lmi_system); c=zeros(n,1); c(1)=1;
This should give 'k=c'*decvars'. Now use :
"Peter R" <email@example.com> wrote in message <firstname.lastname@example.org>... > Hi, > > I am trying to solve the following optimization problem (with constraint) in Matlab: > > minimize k ('k' is a scalar) > subject to the following LMI: > [X'*A+AX B; B' k*I]<0 > > where A, B, I are matrices (I being the identity matrix). > > I can formulate the LMI, [X'*A+AX B; B' k*I]<0, in Matlab using the LMItoolbox; however, I don't know how the minimization of 'k' is done. > Or perhaps I should ask how the function mincx() is written to achieve this. > > Any suggestion? > > Thanks, > P.