Talk:Beginning with CVX

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Current revision (01:00, 10 February 2009) (edit) (undo)
 
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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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I don't know how to initialice Epsilon1 and Epsilon2. At the article don't put anything.
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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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I put off the while structure.
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The new code could be:
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Thanks a lot again.
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<pre>
 +
%0)Initialization
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clear all;
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Here is the new code:
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%cvx_setup
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<pre>%0)Initialization
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clear all;
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n=2; m=1;
n=2; m=1;
Line 30: 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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%3)3
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[v_W,D] = eig( full ( W ) )
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if(lamda_W>=Epsilon1)
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[v_H,D] = eig( full ( H ) )
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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
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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_W_1 = v_W( : , 1 ) / norm ( v_W ( : , 1 ) ) ;
 
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v_W_2 = v_W( : , 2 ) / norm ( v_W ( : , 2 ) ) ;
 
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v_W_3 = v_W( : , 3 ) / norm ( v_W ( : , 3 ) ) ;
 
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v_W_4 = v_W( : , 4 ) / norm ( v_W ( : , 4 ) ) ;
 
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v_H_1 = v_H( : , 1 ) / norm ( v_H ( : , 1 ) ) ;
 
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v_H_2 = v_H( : , 2 ) / norm ( v_H ( : , 2 ) ) ;
 
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v_H_3 = v_H( : , 3 ) / norm ( v_H ( : , 3 ) ) ;
 
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v_H_4 = v_H( : , 4 ) / norm ( v_H ( : , 4 ) ) ;
 
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%4a)4a
 
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if ( Epsilon1 - lamda_W )>(lamda_H+Epsilon2)
 
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Caso=1 %For know where am I
 
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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)
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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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minimize (p1+p2)
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subject to
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subject to
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W(1,1)<=p1
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W(1,1)<=p1
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W(2,2)<=p1
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W(2,2)<=p1
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W(1,1)>=Epsilon1
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W(1,1)>=Epsilon1
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W(2,2)>=Epsilon1
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W(2,2)>=Epsilon1
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W(3,3)==W(1,1)
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W(3,3)==W(1,1)
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W(4,4)==W(2,2)
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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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H=W*A_a'+A_a*W-B_a*R-R'*B_a'
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CK == semidefinite(2*n);
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v_W'*W*v_W - Epsilon1*eye(2*n) == semidefinite(2*n);
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cvx_end
cvx_end
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else %4b)4b
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lamda_W = min ( eig ( full ( W ) ) )
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lamda_H = max ( eig ( full ( H ) ) )
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Caso = 2
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cvx_begin
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variables p1 p2 W(4,4) R(2,4)
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minimize (p1+p2)
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subject to
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W(1,1)>=Epsilon1
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W(2,2)>=Epsilon1
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W(1,1)<=p1
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W(2,2)<=p1
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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(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(2,4)==R(1,2)
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H=W*A_a'+A_a*W-B_a*R-R'*B_a'
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Epsilon2*eye(2*n) + v_H'*H*v_H == -semidefinite(2*n);
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cvx_end
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end
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R
R
W=full(W)
W=full(W)
K=R/W
K=R/W
 +
</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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