LMITOOL

LMITOOL is a Scilab package for LMI optimization. It can solve the following problem minimize f(X1,...,XM) subject to the LME constraints:

Gi(X1,...,XM)=0, i=1,2,...,p,

and the LMI constraints:

Hj(X1,...,XM)>=0, j=1,2,...,q

where

• X1,...,XM are unknown real matrices
• f is the objective function, a linear scalar function of the entries of the X's,
• Gi's are affine matrix functions of the entries of the X's,
• Hj's are affine symmetric matrix functions of the entries of the X's.

For a detailed description and examples consult: 'LMITOOL: a Package for LMI Optimization in Scilab, User's Guide' LMITOOL uses Semidefinite Programming package SP developed by L. Vandenberghe and S. Boyd.