Description: A user-friendly free Matlab package for defining
optimisation problems over Linear Matrix Constraints (LMCs). It includes both
Inequalities (LMIs) and Equalities (LMEs). It acts as an interface for the
Self-Dual-Minimisation package SeDuMi
developed by Jos F. Sturm.
The functionalities of SeDuMi Interface are the
following:
Declare an LMC problem. Five Matlab functions
allow to define completely an LMC problem which can be characterised by
variables, equality constraints, inequality constraints and a linear
objective:
- Initialise the LMC problem: sdmpb.
- Declare the matrix variables: sdmvar.
- Declare the equality constraints: sdmlme and sdmeq.
- Declare the inequality constraints: sdmlmi and sdmineq.
- Declare the linear objective: sdmobj.
Solve an LMC problem. A unique function,
sdmsol, calls the SeDuMi solver. Options
allow to tune the solver parameters.
Modify an LMC problem. At any moment it is
possible to append an LMC problem by adding variables, inequalities or
linear terms to the objective. Moreover, the sdmset function allows
to freeze matrix variables to specified values.
Analyse the solution issued from the solver.
For all (feasible or not) problems, the solver outputs the last computed
iterate (sdmget). SeDuMi Interface allows
to analyse this result in a convivial display. The solution is displayed
directly in matrix format and indicators show which inequality constraints
are satisfied.
Citation: Y. Labit, D. Peaucelle and D. Henrion, ``SeDuMi Interface
1.02 : a Tool for Solving LMI Problems with SeDuMi'', Proceedings of the CACSD
Conference, Glasgow, September 2002.
Warning: The Interface is not developed
anymore. Anyhow, if you encounter any problem using the tool, send a
mail mailto:%20peaucelle@laas.fr, I
will be glad to help. More developments related to LMIs will be proposed in
the close future. If you want to be informed, send an email to mailto:%20peaucelle@laas.fr.