Assume you want to opmimize to find Pi due to the following constain
AiPi+ Ai’Pi<0…where i =1,2 ,Pi postive matrices
is this code correct
clear A1=[0.6 2;3 0.4] A2=[0.4 5;0.8 0.1] cvx_begin variable P1(2,2) symmatric variable P2(2,2) symmatric P1>0; P2>0; A1*P1+ A1'P1<0 A2*P2+ A2'P2<0 cvx_end
please tell me whati s the mestike here??
shall we consider P1 and P2 if we have more than variable P??
shall we cosider also:A1P2+ A1’P2<0 and A2P1+ A2’P1<0
please help me i try to find answer in many where but i do not get it