Talk:Beginning with CVX

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Line 6: Line 6:
Thanks a lot for all the ideas, they all are greats.
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.
-
I think I’m making thinks wrong. I have a dude.
+
The new code could be:
The new code could be:
 +
<pre>
<pre>
%0)Initialization
%0)Initialization
Line 29: Line 29:
lamda_W=min(eig(full(W)))
lamda_W=min(eig(full(W)))
lamda_H=max(eig(H))
lamda_H=max(eig(H))
- 
-
DOK.W=W;
 
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DOK.R=R
 
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DOK.lW=lamda_W;
 
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DOK.lH=lamda_H;
 
- 
Epsilon1=1e-6;
Epsilon1=1e-6;
Epsilon2=1e-6;
Epsilon2=1e-6;
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+
%3)3
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if(lamda_W>=Epsilon1)
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[v_W,D] = eig( full ( W ) )
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if(lamda_H<=-Epsilon2) para=1
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[v_H,D] = eig( full ( H ) )
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else para = 0
+
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end
+
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else para =0
+
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end
+
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+
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while para==0
+
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%3)3
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[v_W,D] = eig( full ( W ) )
+
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[v_H,D] = eig( full ( H ) )
+
-
%4a)4a
 
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if ( Epsilon1 - lamda_W )>(lamda_H+Epsilon2)
 
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Caso=1 %For know where am I
 
- 
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DOK.W=W;
 
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DOK.R=R
 
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DOK.lW=lamda_W;
 
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DOK.lH=lamda_H;
 
- 
cvx_begin
cvx_begin
variables p1 p2 W(4,4) R(2,4)
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)
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minimize (p1+p2)
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subject to
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subject to
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W(1,1)<=p1
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W(1,1)<=p1
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W(2,2)<=p1
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W(2,2)<=p1
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W(1,1)>=Epsilon1
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W(1,1)>=Epsilon1
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W(2,2)>=Epsilon1
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W(2,2)>=Epsilon1
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W(3,3)==W(1,1)
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W(3,3)==W(1,1)
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W(4,4)==W(2,2)
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W(4,4)==W(2,2)
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R(1,1)>=-p2
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R(1,1)>=-p2
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R(1,1)<=p2
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R(1,1)<=p2
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R(2,3)==R(1,1)
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R(2,3)==R(1,1)
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R(1,2)>=-p2
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R(1,2)>=-p2
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R(1,2)<=p2
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R(1,2)<=p2
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R(2,4)==R(1,2)
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R(2,4)==R(1,2)
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H=W*A_a'+A_a*W-B_a*R-R'*B_a'
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CK == semidefinite(2*n);
-
+
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v_W'*W*v_W - Epsilon1*eye(2*n) == semidefinite(2*n);
+
-
 
+
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cvx_end
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-
 
+
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else %4b)4b
+
-
 
+
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Caso = 2
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DOK.W=W;
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DOK.R=R
+
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DOK.lW=lamda_W;
+
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DOK.lH=lamda_H;
+
-
 
+
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cvx_begin
+
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+
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variables p1 p2 W(4,4) R(2,4)
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-
+
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minimize (p1+p2)
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+
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subject to
+
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W(1,1)>=Epsilon1
+
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W(2,2)>=Epsilon1
+
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W(1,1)<=p1
+
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W(2,2)<=p1
+
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W(3,3)==W(1,1)
+
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W(4,4)==W(2,2)
+
-
 
+
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R(1,1)>=-p2
+
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R(1,1)<=p2
+
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R(2,3)==R(1,1)
+
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R(1,2)>=-p2
+
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R(1,2)<=p2
+
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R(2,4)==R(1,2)
+
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+
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H=W*A_a'+A_a*W-B_a*R-R'*B_a'
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-
+
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Epsilon2*eye(2*n) + v_H'*H*v_H == -semidefinite(2*n);
+
cvx_end
cvx_end
-
end
 
lamda_W = min ( eig ( full ( W ) ) )
lamda_W = min ( eig ( full ( W ) ) )
lamda_H = max ( eig ( full ( H ) ) )
lamda_H = max ( eig ( full ( H ) ) )
-
 
-
end
 
R
R
W=full(W)
W=full(W)
-
K=R/W</pre>
+
K=R/W
 +
 
 +
</pre>

Revision as of 00:13, 10 February 2009

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
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