Talk:Beginning with CVX
From Wikimization
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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. | ||
| - | + | The code still not working. I think I’m making thinks wrong (sure). I have a dude. | |
| - | I think I’m making thinks wrong. I have a dude. | + | |
The new code could be: | The new code could be: | ||
| + | |||
<pre> | <pre> | ||
%0)Initialization | %0)Initialization | ||
clear all; | clear all; | ||
| - | cvx_setup | + | %cvx_setup |
n=2; m=1; | n=2; m=1; | ||
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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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| - | DOK.W=W; | ||
| - | DOK.R=R | ||
| - | DOK.lW=lamda_W; | ||
| - | DOK.lH=lamda_H; | ||
| - | |||
Epsilon1=1e-6; | Epsilon1=1e-6; | ||
Epsilon2=1e-6; | Epsilon2=1e-6; | ||
| - | + | %3)3 | |
| - | + | [v_W,D] = eig( full ( W ) ) | |
| - | + | [v_H,D] = eig( full ( H ) ) | |
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| - | %4a)4a | ||
| - | if ( Epsilon1 - lamda_W )>(lamda_H+Epsilon2) | ||
| - | Caso=1 %For know where am I | ||
| - | |||
| - | DOK.W=W; | ||
| - | DOK.R=R | ||
| - | DOK.lW=lamda_W; | ||
| - | DOK.lH=lamda_H; | ||
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cvx_begin | cvx_begin | ||
variables p1 p2 W(4,4) R(2,4) | 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 | |
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| - | + | ||
| - | + | 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); | |
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cvx_end | cvx_end | ||
| - | end | ||
lamda_W = min ( eig ( full ( W ) ) ) | lamda_W = min ( eig ( full ( W ) ) ) | ||
lamda_H = max ( eig ( full ( H ) ) ) | lamda_H = max ( eig ( full ( H ) ) ) | ||
| - | |||
| - | end | ||
R | R | ||
W=full(W) | W=full(W) | ||
| - | K=R/W</pre> | + | K=R/W |
| + | |||
| + | </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