I can not solve the following global optimization example on wiki

29 views
Skip to first unread message

jujie zhang

unread,
Apr 17, 2013, 5:57:26 AM4/17/13
to yal...@googlegroups.com
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?

Johan Löfberg

unread,
Apr 17, 2013, 6:02:32 AM4/17/13
to yal...@googlegroups.com
Please read the last paragraph in the tutorial (and read the diagnostic information returned from solvesdp, you don't have a nonlinear SDP solver)
Reply all
Reply to author
Forward
0 new messages