# Talk:Beginning with CVX

(Difference between revisions)
 Revision as of 02:15, 6 February 2009 (edit)← Previous diff Revision as of 02:18, 6 February 2009 (edit) (undo)Next diff → Line 6: Line 6: Thanks a lot for all the ideas, they all are greats. Thanks a lot for all the ideas, they all are greats. - I think I'm wrong with this code, I would like to put the if - else - end with the another constraits, inside the cxv_begin, but the CVX don't let me doing it. Some ideas? + I think I'm wrong with this code, I would like to put the
if - else - end
with the another constraits, inside the cxv_begin, but the CVX don't let me doing it. Some ideas? I come work thinking on you idea. I think you idea it’s right and I’m making thinks wrong. I come work thinking on you idea. I think you idea it’s right and I’m making thinks wrong. Line 13: Line 13: The new code could be: The new code could be: - +
1º I calculate some variables,                                                                                                                                                                                                                                                                     1º I calculate some variables,

Line 29:                                                                                                                                                                                                                                                                                        Line 29:

3ºIf there is not solution STOP, if there is, go to 1º,                                                                                                                                                                                                                                            3ºIf there is not solution STOP, if there is, go to 1º,
-                                                                                                                                                                                                                                                                                               +
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. 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. 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) 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) - +
One iteracion (steps 1, 2, 3)                                                                                                                                                                                                                                                                      One iteracion (steps 1, 2, 3)

Line 51:                                                                                                                                                                                                                                                                                        Line 51:

Correct data = DATA2                                                                                                                                                                                                                                                                               Correct data = DATA2
-                                                                                                                                                                                                                                                                                               +
What do you think? Any idea? What do you think? Any idea?

## Revision as of 02:18, 6 February 2009

```lamda_W=eig(full(W))
```

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

I think I'm wrong with this code, I would like to put the
`if - else - end `
with the another constraits, inside the cxv_begin, but the CVX don't let me doing it. Some ideas?

I come work thinking on you idea. I think you idea it’s right and I’m making thinks wrong.

I have a dude.

The new code could be:

```1º I calculate some variables,

2º with one if (with depends to variables point 1º) I select one linear constrint depending value of variables in 1º and I make all the: minimize…subjet to with apropiate constraints, convex and the one linear,

if
cvx_begin
...
cvx_end
else
cvx_begin
...
cvx_end
end

3ºIf there is not solution STOP, if there is, go to 1º,
```

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.

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)

```          One iteracion (steps 1, 2, 3)

All well

Save data = DATA1

One iteracion (steps 1, 2, 3)

All well

Save data = DATA2

One iteracion (steps 1, 2, 3)

Wrong, no solution

Correct data = DATA2
```

What do you think? Any idea?

Thanks a lot for all.

I don't know how to initialice Epsilon1 and Epsilon2. I'm trying different values.

Thanks a lot again.

Here is the new code:

```%0)Initialization
clear all;
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=11;
Epsilon2=0.1;

if(lamda_W>=Epsilon1)
if(lamda_H<=-Epsilon2)     para=1
else para = 0
end
else para =0
end

%while para==0
%3)3
[v_W,D] = eig( full ( W ) )
[v_H,D] = eig( full ( H ) )

%   v_W_1 = v_W( : , 1 ) / norm ( v_W ( : , 1 ) ) ;
%   v_W_2 = v_W( : , 2 ) / norm ( v_W ( : , 2 ) ) ;
%   v_W_3 = v_W( : , 3 ) / norm ( v_W ( : , 3 ) ) ;
%   v_W_4 = v_W( : , 4 ) / norm ( v_W ( : , 4 ) ) ;

%   v_H_1 = v_H( : , 1 ) / norm ( v_H ( : , 1 ) ) ;
%   v_H_2 = v_H( : , 2 ) / norm ( v_H ( : , 2 ) ) ;
%   v_H_3 = v_H( : , 3 ) / norm ( v_H ( : , 3 ) ) ;
%   v_H_4 = v_H( : , 4 ) / norm ( v_H ( : , 4 ) ) ;

%4a)4a
if ( Epsilon1 - lamda_W )>(lamda_H+Epsilon2)
Caso=1 %For know where am I

cvx_begin
variables p1 p2 W(4,4) R(2,4)

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)

H=W*A_a'+A_a*W-B_a*R-R'*B_a'

v_W'*W*v_W - Epsilon1*eye(2*n) == semidefinite(2*n);

cvx_end

else %4b)4b

Caso = 2
cvx_begin

variables p1 p2 W(4,4) R(2,4)

minimize (p1+p2)

subject to

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

H=W*A_a'+A_a*W-B_a*R-R'*B_a'

Epsilon2*eye(2*n) + v_H'*H*v_H == -semidefinite(2*n);

cvx_end
end

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