[XLISTF[,OPT]] = lmisolver(XLIST0,EVALFUNC[,options])where
. In some cases
however it is more convenient to define one or more elements of
XLIST0 to be lists (of unknown matrices) themselves. This is a
useful feature when the number of unknown matrices is not fixed a priori
(see Example of Section 2.2.2).
The values of the matrices in XLIST0, if compatible with the LME functions, are used as intial condition for the optimization algorithm; they are ignored otherwise. The size and structure of XLIST0 are used to set up the problem and determine the size and structure of the output XLISTF.
[LME,LMI,OBJ]=EVALFUNC(XLIST)where
's
for X values in XLIST. LME can be a matrix in case
there is only one LME function to be evaluated (instead of a list
containing this matrix as unique element). It can also be a list
of a mixture of matrices and lists which in turn contain values of
LME's, and so on.
's
for X values in XLIST. LMI can also be a matrix (in case
there is only one LMI function to be evaluated). It can also be a list
of a mixture of matrices and lists which in turn contain values of
of LMI's, and so on.
problem has no equality constraints then LME
should be []. Similarly for LMI and OBJ.
vector containing optimization
parameters Mbound, abstol, nu, maxiters,
and reltol, see manual page for semidef for details (Mbound
is a multiplicative coefficient for M). This argument is optional,
if omitted, default parameters are used.
.