inverse of sdpvar in Yalmip
18 views (last 30 days)
Show older comments
Hello, I need to implement the inverse of an sdpvar matrix in an LMI (by means of Yalmip toolbox) but an error message indicating that "inv" is not valid for sdpvar matrix appears. Could someone help me please to define the inverse of my sdpvar matrix? (Matlab refuses even a manual implementation od the inverse of my sdpvar)
0 Comments
Answers (1)
Johan Löfberg
on 22 Jan 2018
Please use the dedicated YALMIP Google groups forum instead
Answer: You basically cannot. Inverse operator is a horrible operator, and YALMIP is mainly about structured optimization. You should primarily try to look at your model, and come up with a clever linearizing variable change. The only way otherwise is to introduce a new variable and add the constraint X*Y==I (which of course will lead to a nasty nonconvex program which you most likely cannot solve anyway)
0 Comments
See Also
Categories
Find more on Numerical Integration and Differential Equations in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!