Please help me to solve the lmi.
\underset{P_1,P_2,Y_1,Y_2,\alpha,\varepsilon}{minimise }\big[tr(P_1)+tr(P_2)\big]
$
subject to
If the matrices
X_1:=P_1^{-1}, X_2:=P_2, R_1 Q \in\mathcal{R}^{n \times n }, Y_1:=K P_1^{-1}\in\mathcal{R}^{m \times n }, Y_2:=P_2L\in\mathcal{R}^{m \times k}
and the numbers \alpha,~\varepsilon \in \mathcal{R} satisfy the system of matrix inequalities
\left[
\begin{array}{cccc}
-R_1 & Y_2C & I & 0 \\
\ast & \Lambda_2 & 0 & X_2 \\
\ast & \ast & -\varepsilon I & 0 \\
\ast & \ast & \ast & -\varepsilon I \\
\end{array}%
\right]\leq 0
\left[
\begin{array}{cc}
-R_1-2X_2 & I \\
\ast & \Lambda_1 \\
\end{array}%
\right]\leq 0
and
\left[
\begin{array}{cc}
Q & X_1 \\
\ast & I \\
\end{array}%
\right]\geq 0
where \Lambda_1=AX_1+BY_1+X_1A^{T}+Y_1^{T}B^{T}+\alpha X_1+\varepsilon L_{\phi}^{2}Q, and \Lambda_2=X_2A-Y_2C+A^{T}X_2-C^{T}Y_2^{T}+\alpha X_2+\varepsilon L_{\phi}^{2}I additionally
\alpha>0,\varepsilon>0, X_1>0,X_2>0,R_1>0,Q>0
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%CVX code
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%%%% Define the model parameters %%%%%%%%%%%%%%%%%%
Ti = 52.29;
Vi = 0.042318;
k = 0.22752;
ke = 0.050272;
p1 = 0.0049719;
p2 = 0.021312;
p3 = 8.8033e-5;
Gb=180;
p4=ke;
p5=1/(Ti*Vi);
p6=1/Ti;
A = [-p1 Gb 0 0 0;0 -p2 p3 0 0;0 0 -p4 p5 0;0 0 0 -p6 p6;0 0 0 0 -p6];
B=[0;0;0;0;1];
C=[1 0 0 0 0];
n = size(A, 1);
m = size(C, 2);
o = size(B ,1);
G2=10;
cvx_begin sdp
variable X1(n,n) symmetric
variable X2(n,n) symmetric
variable R1(n,n) symmetric
variable Q(n,n) symmetric
variable Y1(1,n)
variable Y2(n,1)
a=1e40;
e=1e-20;
% Objective
minimize(trace(X1)+trace(X2))
X1>=100*eye(n);
X2>=153*eye(n);
R1>=100*eye(n);
Q>=100*eye(n);
% LMI 1
[-R1 Y2*C eye(5) zeros(5);...
C'*Y2' X2*A-Y2*C+A'*X2-C'*Y2'+a*X2+ e*0.0064*eye(5) zeros(5) X2;...
eye(5) zeros(5) -e*eye(5) zeros(5);...
zeros(5) X2' zeros(5) -e*eye(5)]<=0;
% LMI 2
[R1-2*X2 eye(5);...
eye(5) A*X1+B*Y1+X1*A'+Y1'*B'+a*X1+e*0.0064*Q]<=0;
% % LMI 3
[Q X1;...
X1 eye(5)]>=0;
cvx_end
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%% Output %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
Calling SeDuMi 1.34: 380 variables, 70 equality constraints
For improved efficiency, SeDuMi is solving the dual problem.
Warning: Rank deficient, rank = 23, tol = 6.856737e+28.
In sedumi at 268
In cvx_run_solver at 50
In cvx_sedumi>solve at 245
In cvxprob.solve at 423
In cvx_end at 88
The coefficient matrix is not full row rank, numerical problems may occur.
SeDuMi 1.34 (beta) by AdvOL, 2005-2008 and Jos F. Sturm, 1998-2003.
Alg = 2: xz-corrector, Adaptive Step-Differentiation, theta = 0.250, beta = 0.500
eqs m = 70, order n = 61, dim = 701, blocks = 8
nnz(A) = 260 + 0, nnz(ADA) = 4060, nnz(L) = 2065
it : by gap delta rate t/tP t/tD* feas cg cg prec
0 : 2.14E+36 0.000
1 : 1.83E+03 2.14E+29 0.000 0.0000 1.0000 1.0000 1.00 7 2 2.0E+33
2 : -1.26E+34 7.84E+27 0.000 0.0366 0.9196 0.9000 1.00 9 6 1.8E+32
3 : -1.04E+34 1.01E+27 0.000 0.1284 0.9063 0.9000 0.92 9 9 2.6E+31
4 : -4.27E+32 3.82E+25 0.000 0.0379 0.9900 0.9665 1.43 9 9 8.6E+29
5 : -1.46E+32 1.25E+25 0.000 0.3284 0.9000 0.9000 0.91 9 9 2.8E+29
6 : -1.41E+32 1.17E+25 0.000 0.9320 0.9000 0.9000 -2.48 9 1 3.7E+29
Run into numerical problems.
iter seconds |Ax| [Ay]_+ |x| |y|
6 0.9 8.5e+29 7.3e+41 1.2e+01 3.0e+35
Failed: no sensible solution/direction found.
Detailed timing (sec)
Pre IPM Post
1.060E-01 4.570E-01 4.700E-02
Max-norms: ||b||=1, ||c|| = 1.530000e+42,
Cholesky |add|=0, |skip| = 47, ||L.L|| = 1.
Status: Failed
Optimal value (cvx_optval): NaN