LMI Optimization Problem

1

I am solving following problem in CVX using Sedumi solver and I am getting warning message Warning: This linear matrix inequality appears to be unsymmetric. This is
very likely an error that will produce unexpected results. Please check
the LMI; and, if necessary, re-enter the model.

My LMI is G’PX+X’PG >=0
where G’ is transpose of G Matrix and P is symmetric matrix.
Theoretically it should not give any warning message as LMI is symmetric.

Please help me out.
Thanks

2

What happens if you wrap it in sym, as in sym(G'*P*X+X'*P*G)? Roundoff errors can indeed cause this kind of warning even in apparently symmetric cases.

3

what does sym stand for ?

4

sym(X) just computes 0.5*(X+X'). It really makes sure the matrix is symmetric to full precision.

5

thanks it worked :slight_smile: