YALMIP not able to find PENBMI solver for solving bilinear matrix inequlality
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Vishal Agrawal
on 8 Nov 2013
Answered: Johan Löfberg
on 14 Nov 2013
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'.
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Accepted Answer
Johan Löfberg
on 14 Nov 2013
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 SET is obsolete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
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