Problem solving LMI, strange results

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Pedro Vicente

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Jun 7, 2018, 11:22:16 PM6/7/18
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Hey guys, I'm trying to solve the LMI that is attached. I get a result but it is very far from the right result. Can somebody tell me what is wrong? Is it the LMI badly choose? When I put the results in the simulation my system gets unstable, but when I use the values that it is in the article the system is stable, meaning that there is a right result. The code is attached, I had to choose a value for gamma, because it wouldn't work with gamma as variable.



lmiYalmip.m

Johan Löfberg

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Jun 8, 2018, 2:42:40 AM6/8/18
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You want X>=0

Note that strict inequalities are not supported (YALMIP screams at you about this), and the flag 'symmetric' is redundant as the matrices are square anyway

Pedro Vicente

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Jun 8, 2018, 9:53:33 AM6/8/18
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So, I just need to add a constraint X>=0 and it will work? Also, there is a way to implement a strict inequality?

Johan Löfberg

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Jun 8, 2018, 11:25:44 AM6/8/18
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Yes

A strict semidefinite constrint would be X >= margin*eye(n) where margin is your definition of positive definite enough, which still makes sense in a numerical sense, a solvers only work with a precision of, say, 1e-8 or so anyway

Pedro Vicente

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Jun 8, 2018, 3:04:11 PM6/8/18
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Hey Johan, it worked very well. I don't get the same results of the article, but my results now make the system stable. Thank you so much. You saved me a lot of time.

Johan Löfberg

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Jun 8, 2018, 3:10:07 PM6/8/18
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it would be magic if you obtained the same solution as you're only solving a feasibility problem

Pedro Vicente

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Jun 8, 2018, 6:46:06 PM6/8/18
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Yeah, you're totally right. Anyway, thank you again
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