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Yalmip solving programming problem with linear matrix inequality (lmi) constraints

Time:09-20



Just contact yalmip still hope, every directions code if you have any errors, and what kind of image solver to solve constraints, the code is as follows:

% removal work areaclear;

% import dataThe load matlab. Mat;
% create variable
N=size (miu, 1);
K=sdpvar (1);
T=sdpvar (1);
Y=sdpvar (n, 1);
Y=sdpvar (n, n);
V=sdpvar (n, 1);
Beta=sdpvar (1);
M=[Y, (1/2). * Y; (1/2). * Y ', t];
Gamma=Sigma + miu miu * ';
Ommiga=[1, miu miu, Gamma];
A=Ommiga * M;
A=trace (a);
B=- (v/B);
D=sum (c. * v) + sum ((log (v). * v)/b) + k * sum (v) + k;
E=[zeros (n), (1/2). * B; (1/2). * B ', D - beta];

% objective functionZ=- k;

% add constraintsC1=[M & gt;=0];
C2=[beta + (1/epsilong) * a & lt;=0];
C3=[M - E & gt;=0];
Constrant=[C1, C2 and C3];
% configuration
Ops=sdpsettings (' verbose, 0);
% to solve
Result=optimize (constrant, z, ops);
If the result. The problem==0
The value (v)
- the value (z)
The else
Disp (' error in the process of solving ');
end
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