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