blob: 2a8c0b86325fa1c222377d16ea3ee5e129c92bef (
plain)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
|
function [X]=prob(A1, A2)
// Generated by lmitool on
Mbound = 1e3;
abstol = 1e-10;
nu = 10;
maxiters = 100;
reltol = 1e-10;
options=[Mbound,abstol,nu,maxiters,reltol];
///////////DEFINE INITIAL GUESS AND PRELIMINARY CALCULATIONS BELOW
X_init=zeros(A1)
///////////
XLIST0=list(X_init)
XLIST=lmisolver(XLIST0,prob_eval,options)
[X]=XLIST(:)
endfunction
/////////////////EVALUATION FUNCTION////////////////////////////
function [LME,LMI,OBJ]=prob_eval(XLIST)
[X]=XLIST(1)
/////////////////DEFINE LME, LMI and OBJ BELOW
LME=X-diag(diag(X))
LMI=list(-(A1'*X+X*A1+Q1), -(A2'*X+X*A2+Q2))
OBJ=-sum(diag(X))
endfunction
|
