based on this theorem and Lemma eq 3.53, 3.59
The example problem is the following :
I provide two codes and 1 data set. The fist code corresponds to the initialization of the algorithm which is to develop an initial second order Hinf controller using the command Hinfstruct. The second code corresponds to the iterative algorithm. The data set is the initialization data resulted from code1.
So the problem has no feasible solutions either for step 2 or step 3. Any mistakes spotted in formulating the problem?
F2=[X>0*eye(5)];
for i=1:2F2 = [F2,PT{i}>=1e-3*eye(5)... [-A{i}'*PT{i}*A{i} + PT{i}, A{i}'*PT{i}+MT'-A{i}'*X, MT'*B{i}-A{i}'*X*B{i}, C{i}';... PT{i}*A{i}+MT-X*A{i}, -PT{i}+2*X, X*B{i}, zeros(size(PT{i},1),size(C{i},1));... B{i}'*MT-B{i}'*X*A{i}, B{i}'*X, eye(size(D{i},2)), D{i}';... C{i}, zeros(size(C{i},1),size(X,2)), D{i}, mu*eye(size(C{i},1))]>=0*eye(12)];endoptimize(F2)