Why LMI does not returne a positive matrix?
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Hello! I have the following LMI problem: AX-BL+XA'-L'B'>0 And X>0 Where: P = inv(X) And: A, P and X are 4x4 matrices, B is 4x1 and L is 1x4 vectors. I wrote the following script. But P is not positive!? Is it a problem in my script or something else? Thanks in advance!
%%LMIs :
% LMI variables :
setlmis([]);
X = lmivar(1, [4 1]);
L = lmivar(2, [1 4]);
% First LMI :
lmiterm([-1 1 1 X],A,1,'s');
lmiterm([ 1 1 1 L],B,1,'s');
% Second LMI :
lmiterm([2 1 1 X],1,1);
% Get LMIs :
lmis = getlmis;
% P matrix:
[Tmin,Xfeas] = feasp(lmis)
X = dec2mat(lmis,Xfeas,X);
p = inv(X)
4 commentaires
Michael Hubatka
le 5 Fév 2016
The condition X > 0 is defined as
lmiterm([-2 1 1 X], 1, 1);
or
lmiterm([2 1 1 -X], 1, 1);
because lmiterm always uses the '<' condition.
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