Talk:Beginning with CVX

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Thanks a lot for all the ideas, they all are greats.
Thanks a lot for all the ideas, they all are greats.
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Kwokwah That was my first idea (could be great if it works), but isn't possible to do one "if" inside the "cvx_begin - cvx_end" Because it isn't a convex problem.
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The code still not working. I think I’m making thinks wrong (sure). I have a dude.
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Michael Grant explains to me (I'm going to copy it's explanation):
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"Do make sure you understand that if-then statements are typically not
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possible in CVX. In general such constraints will not be convex, and
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CVX does not handle nonconvex problems. CVX requires not only that
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problems be convex, but they must be constructed according to the very
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specific rules outlined in the user guide. If those rules are not
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satisfied then CVX rejects the model."
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I think I'm wrong with this code, I would like to put the "if" with the another constraits, inside the cxv_begin, but the CVX don't let me doing it. Some ideas?
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I think I’m making thinks wrong. I have a dude.
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The new code could be:
The new code could be:
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<pre>
 
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1º I calculate some variables,
 
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2º with one if (with depends to variables point 1º) I select one linear constrint depending
 
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value of variables in 1º and I make all the: minimize…subjet to with apropiate constraints, convex
 
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and the one linear,
 
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if
 
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cvx_begin
 
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...
 
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cvx_end
 
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else
 
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cvx_begin
 
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...
 
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cvx_end
 
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end
 
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3ºIf there is not solution STOP, if there is, go to 1º,
 
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</pre>
 
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I’ve tried making this, I make: 1º, 2, 3º; return to 1º,2º, 3º And here the CVX says that there is not solution, that’s the reason for trying to keep inside the if – else.
 
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My dude is, why CVX says there is not solution, it could be because the iteration (making steps 1-2-3) before is the correct. For explain (I know my English isn’t the best, and it’s hard for me to explain and for you to read)
 
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<pre>
 
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One iteracion (steps 1, 2, 3)
 
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All well
 
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Save data = DATA1
 
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One iteracion (steps 1, 2, 3)
 
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All well
 
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Save data = DATA2
 
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One iteracion (steps 1, 2, 3)
 
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Wrong, no solution
 
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Correct data = DATA2
 
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</pre>
 
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What do you think? Any idea?
 
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Thanks a lot for all, again.
 
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-----------------------------------------------------------------------
 
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I don't know how to initialice Epsilon1 and Epsilon2. I'm trying different values.
 
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Thanks a lot again.
 
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Here is the new code:
 
<pre>
<pre>
%0)Initialization
%0)Initialization
clear all;
clear all;
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%cvx_setup
n=2; m=1;
n=2; m=1;
A_a=3*eye(2*n,2*n)
A_a=3*eye(2*n,2*n)
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B_a=4*eye(2*n,2*m)
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B_a=4*eye(2*n,2*m)
%1)1
%1)1
Line 92: Line 29:
lamda_W=min(eig(full(W)))
lamda_W=min(eig(full(W)))
lamda_H=max(eig(H))
lamda_H=max(eig(H))
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Epsilon1=1e-6;
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Epsilon1=11;
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Epsilon2=1e-6;
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Epsilon2=0.1;
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if(lamda_W>=Epsilon1)
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if(lamda_H<=-Epsilon2), para=1
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else para = 0
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end
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else para =0
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end
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%while para==0
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%3)3
%3)3
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[v_W,D] = eig(full(W))
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[v_W,D] = eig( full ( W ) )
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[v_H,D] = eig(full(H))
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[v_H,D] = eig( full ( H ) )
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cvx_begin
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variables p1 p2 W(4,4) R(2,4)
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if ( Epsilon1 - lamda_W )>(lamda_H+Epsilon2) CK=v_W'*W*v_W - Epsilon1*eye(2*n) ;
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else CK=-Epsilon2*eye(2*n) - v_H'*H*v_H ;
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end
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minimize (p1+p2)
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subject to
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%4a)4a
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W(1,1)<=p1
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cvx_begin
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W(2,2)<=p1
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variables p1 p2 W(4,4) R(2,4);
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W(1,1)>=Epsilon1
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minimize (p1+p2);
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W(2,2)>=Epsilon1
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subject to
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W(3,3)==W(1,1)
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W(1,1)<=p1;
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W(4,4)==W(2,2)
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W(2,2)<=p1;
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W(1,1)>=Epsilon1;
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W(2,2)>=Epsilon1;
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W(3,3)==W(1,1);
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W(4,4)==W(2,2);
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R(1,1)>=-p2;
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R(1,1)>=-p2
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R(1,1)<=p2;
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R(1,1)<=p2
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R(2,3)==R(1,1);
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R(2,3)==R(1,1)
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R(1,2)>=-p2;
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R(1,2)>=-p2
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R(1,2)<=p2;
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R(1,2)<=p2
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R(2,4)==R(1,2);
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R(2,4)==R(1,2)
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CK == semidefinite(2*n);
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H=W*A_a'+A_a*W-B_a*R-R'*B_a';
 
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if (Epsilon1 - lamda_W) > (lamda_H + Epsilon2)
 
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v_W'*W*v_W - Epsilon1*eye(2*n) == semidefinite(2*n);
 
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else
 
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Epsilon2*eye(2*n) + v_H'*H*v_H == -semidefinite(2*n);
 
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end
 
cvx_end
cvx_end
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lamda_W = min ( eig ( full ( W ) ) )
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lamda_H = max ( eig ( full ( H ) ) )
R
R
W=full(W)
W=full(W)
K=R/W
K=R/W
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</pre>
</pre>

Current revision

lamda_W=eig(full(W))

Thanks a lot for all the ideas, they all are greats.

The code still not working. I think I’m making thinks wrong (sure). I have a dude.

The new code could be: 

%0)Initialization
clear all;

%cvx_setup
n=2; m=1;

A_a=3*eye(2*n,2*n)
B_a=4*eye(2*n,2*m) 

%1)1
W=eye(4)
R=(zeros(2,4))

%2)2
H=W*A_a'+A_a*W-B_a*R-R'*B_a'

lamda_W=min(eig(full(W)))
lamda_H=max(eig(H))
Epsilon1=1e-6;
Epsilon2=1e-6;
%3)3
[v_W,D] = eig( full ( W ) )
[v_H,D] = eig( full ( H ) )
    
    cvx_begin
    variables p1 p2 W(4,4) R(2,4)
    if ( Epsilon1 - lamda_W )>(lamda_H+Epsilon2)    CK=v_W'*W*v_W - Epsilon1*eye(2*n) ;
    else CK=-Epsilon2*eye(2*n) - v_H'*H*v_H ;
    end
        
        minimize (p1+p2)
    
        subject to

            W(1,1)<=p1
            W(2,2)<=p1
            W(1,1)>=Epsilon1
            W(2,2)>=Epsilon1
            W(3,3)==W(1,1)
            W(4,4)==W(2,2)

            R(1,1)>=-p2
            R(1,1)<=p2
            R(2,3)==R(1,1)
            R(1,2)>=-p2
            R(1,2)<=p2
            R(2,4)==R(1,2)
     
            CK  == semidefinite(2*n);                  

cvx_end

lamda_W = min ( eig ( full ( W ) ) )
lamda_H = max ( eig ( full ( H ) ) )

R
W=full(W)
K=R/W
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