inverse of sdpvar in Yalmip

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Sana Ben Hmouda
Sana Ben Hmouda on 22 Jan 2018
Answered: Johan Löfberg on 22 Jan 2018
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)

Answers (1)

Johan Löfberg
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)

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