finding P value solving a set of LMI

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juseung Lee

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May 15, 2014, 12:55:50 AM5/15/14
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hello,

i have some questions about finding  a value of P,
i have some difficulty to use YALMIP tool because i am not familiar with this tool.
idon't know why P value (when i use 'sedumi') is different from that when i use 'lmilab' as a solver  

this is for 'sedumi' i 've programmed
A=[0 1; -1 -1];
n = length(A);
P=sdpvar(n,n);
constr=set(P>0)+set(A'*P+P*A<0);

opts=sdpsettings('solver','sedumi');
yalmipdiagnostics=solvesdp(constr,[],opts);
yalmipdiagnostics;
Psol=double(P);


this is for 'lmilab' i 've programmed
A=[0 1; -1 -1];
n = length(A);
P=sdpvar(n,n);
constr=set(P>0)+set(A'*P+P*A<0);

opts=sdpsettings('solver','lmilab');
yalmipdiagnostics=solvesdp(constr,[],opts);
yalmipdiagnostics;
Psol=double(P);

as you see, i just changed tag 'sedumi' to 'lmilab'
what should i do something for obtaining right value of P ?
Thanks in advance

Johan Löfberg

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May 15, 2014, 1:59:28 AM5/15/14
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First, don't use SET
http://users.isy.liu.se/johanl/yalmip/pmwiki.php?n=Commands.set

Second, don't use strict inequalities
http://users.isy.liu.se/johanl/yalmip/pmwiki.php?n=Blog.Prepare-your-code

Third, why would you expect that you would get the same solution? There are infinitely many solutions to the problem

Fourth: Don't use LMILAB
http://users.isy.liu.se/johanl/yalmip/pmwiki.php?n=Solvers.LMILAB

Fifth, Your problem is ill-posed. 0 is a feasible solution for a solver which works with finite precision and numerical tolerances
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