Linear Matrix Inequalities in Control
Linear Matrix Inequalities in Control
Linear Matrix Inequalities in Control
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Yalmip cod<strong>in</strong>g for LMI optimization problem<br />
Equivalent LMI optimization problem:<br />
m<strong>in</strong>imize γ<br />
<br />
γ f ⊤<br />
subject to<br />
≻ 0, ℓ<br />
f A(s)<br />
⊤s ≤ v, a ≤ s ≤ b<br />
The follow<strong>in</strong>g YALMIP code solves this problem:<br />
gamma=sdpvar(1,1); x=sdpvar(N,1,’full’);<br />
lmi=set([gamma f’; f A*diag(x)*A’]);<br />
lmi=lmi+set(l’*x