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J
Posts:
9
Registered:
8/29/09


Re: LMItoolbox vs YALMIP vs CVX
Posted:
Aug 30, 2009 4:00 PM


Johan Löfberg <loefberg@control.ee.ethz.ch> wrote in message <74d7b20423c34f86ba2ced0f4141dd38@d23g2000vbm.googlegroups.com>... > On Aug 29, 7:17?pm, "JH " <jhl...@colorado.edu> wrote: > > Hello everyone > > > > I have been having problems with the LMItoolbox feasp not being able to find a feasible solution when there is one and also with mincx returning a solution that it thinks is feasible when the returned solution is in fact not feasible. ?So, I am thinking about trying some of the other package such as CVX and YALMIP. > > > > Has anyone had similar problems or had experience with some of the other (publicly) available packages that would indicate they are more robust/better than the LMItoolbox? > > > > Thanks! > > JH > > For a general problem, you are much better off using a modern solver > such sedumi or sdpt3, which are interfaced in YALMIP. Installing some > of these solvers takes a couple of minutes and cost you nothing, so > why not give them a try together with yalmip or cvx. In addition, you > get a modelling language which will make it very easy to actually > define the problems. > > Of course, I am slightly biased, being the developer of YALMIP :) > > Just email me if you have any direct questions. > /johan
Thanks for the reply, Johan.
I am working on a discrete time Hinf optimization LMI. Would there be an example of how to code up something that looks like (sorry, no matter how I try, the newsgroup interface is going to mangle the following):
N N Nw N N N Nz  0 < [ Yp * * * * * * I Xy * * * * * 0 0 Iw * * * * Ap*Yp+Bb*Cc Ap+Bb*Dc*Cy Ba+Bb*Dc*Dy Yp * * Ac Xy*Ap+Bc*Cy Xy*Ba+Bc*Dy I Xy * Cz*Yp+Db*CC Cz+Db*Dc*Cy Da+Db*Dc*Dy 0 0 sigma*Iz ]
Yp, Xy are symmetric >0 & Ac,Bc,Cc,Dc are arbitrary rectangular and all other quantities are constants of appropriate dimensions dimensions are along the top.
The LMItoolbox ususally finds a good solution until the dimension "N" becomes large enough, then it fails when there is in fact a solution.
CVX has not been successful yet it quits while the matrix has negative eigenvalues. Though, it is possible that I have made a mistake in coding it up.
I am going to try Yalmip next. It would be great if there was an example of coding up a similar, blocktype LMI.
Thanks, JH



