Optimization using cvx for multivariable P

Uncategorized
Mar 3, 2014
S

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

M

It looks like you’re having an issue with strict inequalities. Please read this section of the users’ guide for more information. CVX interprets strict inequalities identically to non-strict ones, so P1=P2=0 is actually a feasible point for this model. You must decide for yourself the best way to normalize your model to ensure that a nonzero solution is obtained.