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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

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