YALMIP not able to find PENBMI solver for solving bilinear matrix inequlality

I am using YALMIP R20090505 in MATLAB (Version 7.8.0.347 R2009a) to solve bilinear matrix inequality problem using 'PENBMI solver' but got a warning message displaying solver not found

A=[-1 -4 0;1 0 0;1 0 0]; B=[0;0;1]; C=[0 0 1]';

P=sdpvar(3,3); L=sdpvar(3,1);

F=set(((P*(A-L*C'))+(P*(A-L*C'))')<0)+set(P>0)+set(P*B==C);

solvesdp(F,trace(P),sdpsettings('solver','penbmi'))

when i run the above commands i got following output:

Warning: Solver not found

ans =

    solvertime: 0
          *info: 'Solver not found'
       problem: -3*
    yalmiptime: 0.0640

>> double(P)

ans =

   NaN   NaN   NaN
   NaN   NaN   NaN
   NaN   NaN   NaN

>> double(L)

ans =

   NaN
   NaN
   NaN

Please tell how to rectify the above problem and use 'penbmi solver'.

Answer 1

[Johan Löfberg]

1. You are using a very very old version of YALMIP

2. SET is obsolete

3. Yes, you have to install PENBMI. YALMIP does not ship with any solvers

4. You get much faster response if you use the YALMIP forum

https://groups.google.com/forum/?fromgroups#!forum/yalmip

Answer 2

[Vishal Agrawal]

I have kept the solvers folder of YALMIP in path of MATLAB, but getting same problem "Solver not found". Will I have to install PENBMI solver externally??