sample_yalmip_lmilab.m

　補足説明で説明した問題を

  • LMI パーサ YALMIP
  • SDP ソルバ LMILAB (LMI-Lab)　... LMI Control Toolbox が必要
により実装．
実行結果 

>> sample_yalmip_lmilab

 Solver for linear objective minimization under LMI constraints 

 Iterations   :    Best objective value so far 
 
     1
     2
     3                   5.437626
     4                   2.514236
     5                   2.041024
     6                   2.041024
     7                   1.486270
     8                   1.267833
     9                   1.267833
    10                   1.043977
    11                   1.043977
    12                   1.043977
    13                   0.990801
    14                   0.990801
    15                   0.990801
    16                   0.990801
    17                   0.891910
    18                   0.891910
***                 new lower bound:     0.435641
    19                   0.821455
***                 new lower bound:     0.559121
    20                   0.821455
***                 new lower bound:     0.627175
    21                   0.786921
***                 new lower bound:     0.681904
    22                   0.783046
***                 new lower bound:     0.756416
    23                   0.777802
***                 new lower bound:     0.759309
    24                   0.777404
***                 new lower bound:     0.764459
    25                   0.776824
***                 new lower bound:     0.768248
    26                   0.776399
***                 new lower bound:     0.770428
    27                   0.775928
***                 new lower bound:     0.771885
    28                   0.775705
***                 new lower bound:     0.772859
    29                   0.775558
***                 new lower bound:     0.773515
    30                   0.775400
***                 new lower bound:     0.773959
    31                   0.775400
***                 new lower bound:     0.774261
    32                   0.775267
***                 new lower bound:     0.774827

 Result:  feasible solution of required accuracy
          best objective value:     0.775267
          guaranteed absolute accuracy: 4.40e-004
          f-radius saturation:  0.000% of R = 1.00e+009 
 
ans = 
    yalmiptime: 0.2130
    solvertime: 0.3930
          info: 'No problems detected (LMILAB)'
       problem: 0
        dimacs: [NaN NaN 0 0 NaN NaN]
gamma_opt =
    0.7753
X_opt =
   65.2507    5.0400 -163.3688  -22.6920   15.8043
    5.0400    1.5422   -8.1157   -5.0673    1.4954
 -163.3688   -8.1157  448.7471   56.9701  -34.2203
  -22.6920   -5.0673   56.9701   80.3253   -4.4693
   15.8043    1.4954  -34.2203   -4.4693    4.8304
Z_opt =
   -6.1621
   -2.5363
   14.1251
    3.9965
   -1.2723
K_opt =
    6.5131   -7.7392    1.7693   -0.2351   -6.8600
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