YALMIP mistakes LMI constraints as BMI constraints

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Mark Johnson

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Aug 8, 2014, 8:03:05 PM8/8/14
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I'm having a problem with YALMIP identifying a set of constraints as BMIs that, according to every source I've found, should be LMIs. I've tried to use penbmi with tomlab to solve them in case they are actually BMIs, but no luck so far. All of the constraints are of the form A'P+PA < 0 where A and Pare decision variables (Lyapunov equations for a fuzzy logic control system). I have equations that are of the same form but unrelated to these earlier in the script that I've put together, and YALMIP correctly identifies them as LMIs. Any help would be greatly appreciated. Thanks.

Johan Löfberg

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Aug 9, 2014, 1:42:29 AM8/9/14
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I see it as impossible for YALMIP to classify a linear SDP as a BMI, so you would have to convince me with reproducible code.

A*P+P*A < 0 where both A and P are decision variables is obviously not an LMI but the most standard BMI there is, so I am not sure what you mean.
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Mark Johnson

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Aug 11, 2014, 4:45:59 PM8/11/14
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You're very right, and I should've taken a second look before posting because the first set of equations are clearly LMIs, while these ones are not. I have some other questions about the solver, but I'll start a new post for them. Thanks.
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