Welcome!


New user? Check out the examples in this manual.

All feature requests, questions, comments and bug reports are highly appreciated and can be sent to loefberg@control.ee.ethz.ch, but please read the FAQ first.

Johan Löfberg
Automatic Control Laboratory, ETH Zürich.

YALMIP 3 [R20050111]

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Initial implementation of min/max/abs/norm/geomean2/sumk/sumabsk. YALMIP will perform an (conservative) analysis of the optimization problem to ensure that these operators are used in a way that guarantee convexity, and automatically generate a convex representation if possible. Check the example for typical usage, limitations and pit-falls. Additional (epigraph or hypograph representable) nonlinear operators can easily be added by the user.
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Support for fractional powers of posynomials (and nonlinear operators) in geometric programming problems.
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Extended the moment relaxation module, including polynomial equalities, polynomial semidefinite inequalities, extraction of global solutions and better integration in YALMIP.
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Improved sum of squares module (better support for nonlinearly parameterized programs, improved kernel and image represenation models).
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Added the function dualize to convert a problem given in primal SDP form (kernel representation) to a dual form (which is the standard model in YALMIP). Some simple examples are avalable. A related (less useful) function primalize is also available.
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Polynomial programs are automatically reduced to bilinear programs when PENBMI or the global solver is used.
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Added support for the solver fmincon and fminsearch
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Updated for PENBMI 2 (if you still use version 1, make sure to read the FAQ).
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Improved memory use for huge SDP problems (matrix dimensions in the order of thousands).
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Fixed bug that caused MAXDET problems to become unecessarily large when solved using standard SDP solver (all MAXDET problems where treated as complex-valued).
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Fixed some algorithmic bugs in the built-in integer solver (caused severe performance degradation).
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Changed default settings for the CSDP options.
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Small fixes in the sum of squares module.
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Fix in the MEXPRESS interface (caused severe numerical problems in recent versions of XPRESS).

YALMIP 3 [R20041015]

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When a solver not supports equality constraints, the constraints are now by default always eliminated using double-sided inequalities (this was a bit inconsistent before, YALMIP used a reduced basis for some solvers). Note that some solvers behave much better with a reduced basis (see sdpsettings for details).
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Fixed small bug in the sum of squares module (caused a crash in some rare cases).
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Fixed issues with the option 'savedebug'.
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Fixed issues with saving and loading objects.
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Updated for DSDP 5.

YALMIP 3 [R20041004]

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Overloaded polytope.m and projection.m from the Multi-Parametric Toolbox to set objects. See the multi-parametric example.
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Added support for the CPLEX interface CPLEXMEX.
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Added support for the XPRESS interface MEXPRESS.
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Added support for the QSopt interface MEXQSOPT.
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Added support for the SDP solver SDPLR.
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Added function saveampl to export (very) simple AMPL models.
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Added function export to export YALMIP models to various solver formats.
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Added function cut to add user-specified cuts in the global BMI solver.
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Global BMI problems can be solved (hrm...yea right...) without a local BMI solver.
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Added simple command-line syntax for defining multiple scalar sdpvar variables.
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Better support for sum-of-squares decompositions in checkset.
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Added function lowrank to declare low-rank data in semidefinite constraints.
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Substantially improved sum-of-squares module. See the sum-of-squares examples for details
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Numerous fixes in the interface to KYPD (may have caused erroneous solutions).
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Changed the syntax slightly in solvemoment to make it more consistent with other commands (may brake old code).
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polyprint has changed name to sdisplay (symbolic display).
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Added some missed options for SeDuMi and updated default values to those recommended in version 1.05R5.
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Minor updates for MATLAB 7
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Updates for GLPKMEX 0.6.2
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Fixed a bug which in rare cases caused YALMIP to categorize standard continuous problems as a mixed integer problem.
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Fixed some more issues on indexing of set and sdpvar objects.
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Fixed problem in polyprint (now called sdisplay) in MATLAB 6.1.
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Fixed problems in loading saved sdpvar and set objects.
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Improved some internal strategies in the sum-of-squares module.
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Reduced memory usage in branch and bound codes.
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Fixed some small bugs in the mixed integer programming (caused problems for mixed integer geometric programs).
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Substantial performance improvements in manipulation of sdpvar variables.
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Fixed several bugs in the interface to the SOCP solver in MOSEK.

YALMIP 3 [R20040423]

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Determinant maximization problems can now be solved using any SDP solver.
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Global bilinear programming (alpha version, slow and unstable...).
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Extended mixed integer code to include posynomial geometric programming (requires latest MOSEK patches, not seriously tested).
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Least squares assignment in setsdpvar.
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Added interface to the binary LP-solver bintprog.
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sdpvar can be called with only one argument (simplifies definition of symmetric matrices and scalars).
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Determinant (det) overloaded on sdpvar objects.
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Fixed bug in internal mixed integer solver (may have caused YALMIP to miss the optimal solution).
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Fixed bug in interface to PENBMI (may have caused erroneous solutions in some rare cases).
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Fixed bug on complex-valued multiplication (may have caused erroneous solutions).
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Fixed bug on dual variables (may have reported wrong values in some rare cases).
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Fixed bug on dual variables in SDPT3 (gave completely wrong answers).
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New, more consistent, syntax in solvesos.
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Fixed bugs in loading and saving of set and sdpvar objects..
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Fixed bug on overloaded >= operator.
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Fixed various issues on indexing of set and sdpvar objects.
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Fixed bug on purely binary problems using MOSEK.
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Fixed various bugs to enable nonlinear objective functions in moment relaxations.
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Fixed bug in interface to SDPT3 on UNIX.
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Updated for forthcoming SDPT3 3.1.
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Updated to support new functionalities in the Multi-Parametric Toolbox 1.3.
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Various fixes for MATLAB 5.3.
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YALMIP now works with LMILAB in MATLAB 5.3.
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YALMIP does not mean Yet Another LMI Parser any more.

News in Version 3 compared to 2.4

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Polynomial expressions.
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Quadratic objective functions.
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Interfaces to solvers PENSDP, PENBMI, LMILAB, NAG, CDD, OOQP, MOSEK, CPLEX, LINPROG and QUADPROG.
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Added possibility to define KYP-related constraints (kyp) and related interface to the specialized code KYPD.
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Multiparametric linear and quadratic programming using MPT-Toolbox.
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Integer and binary variables.
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Posynomial geometric programming.
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An internal (wickedly slow) branch-and bound solver for mixed integer conic programs (MILP, MIQP, MISOCP, MISDP).
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Sum-of-squares decompositions.
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Moment-based polynomial programming.
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Simple definition of double-sided constraints (see Linear regression example).
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Plot the feasible set of a constraint.
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Imroved functionality in checkset (previously called checklmi).
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Imroved support for subsref in set (previously called lmi) and sdpvar objects.
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New feature in the option removeequalities in sdpsettings.
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New feature in the option cachesolvers in sdpsettings.
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New feature in the option usex0 in sdpsettings.
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New feature in the option radius in sdpsettings.
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New feature in the option shift in sdpsettings.
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Updated interfaces to new versions of CSDP, DSDP, SDPT3 and GLPK.
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Improved error detection in SeDuMi and GLPK.