Hi,
On my MATLAB, I ran the following global optimization example on wiki:
yalmip('clear')
A = [-1
2;-3 -4];B = [1;1];
P =
sdpvar(2,2);
K = sdpvar(1,2);
F = [P>=0, (A+B*K)'*P+P*(A+B*K)
<= -eye(2)-K'*K];
F =
[F, K<=0.1, K>=-0.1];
F = [F,
1000>=P(:)>=-1000];
options = sdpsettings('verbose',1,'solver','bmibnb');
solvesdp(F,trace(P),options);
But it does not work. The result is NaN for double(P).
Why?