Talk:Beginning with CVX
From Wikimization
lamda_W=eig(full(W))
Thanks a lot for all the ideas, they all are greats.
The code still not working. I think I’m making thinks wrong (sure). I have a dude.
The new code could be:
%0)Initialization clear all; cvx_setup n=2; m=1; A_a=3*eye(2*n,2*n) B_a=4*eye(2*n,2*m) %1)1 W=eye(4) R=(zeros(2,4)) %2)2 H=W*A_a'+A_a*W-B_a*R-R'*B_a' lamda_W=min(eig(full(W))) lamda_H=max(eig(H)) Epsilon1=1e-6; Epsilon2=1e-6; %3)3 [v_W,D] = eig( full ( W ) ) [v_H,D] = eig( full ( H ) ) cvx_begin variables p1 p2 W(4,4) R(2,4) if ( Epsilon1 - lamda_W )>(lamda_H+Epsilon2) CK=v_W'*W*v_W - Epsilon1*eye(2*n) ; else CK=-Epsilon2*eye(2*n) - v_H'*H*v_H ; end minimize (p1+p2) subject to W(1,1)<=p1 W(2,2)<=p1 W(1,1)>=Epsilon1 W(2,2)>=Epsilon1 W(3,3)==W(1,1) W(4,4)==W(2,2) R(1,1)>=-p2 R(1,1)<=p2 R(2,3)==R(1,1) R(1,2)>=-p2 R(1,2)<=p2 R(2,4)==R(1,2) CK == semidefinite(2*n); cvx_end lamda_W = min ( eig ( full ( W ) ) ) lamda_H = max ( eig ( full ( H ) ) ) R W=full(W) K=R/W