Article View: sci.math.num-analysis
Article #1294New Interface for LMI Optimization
From: Laurent Elghaoui
Date: Wed, 08 Mar 1995 17:31
Date: Wed, 08 Mar 1995 17:31
47 lines
3207 bytes
3207 bytes
LMITOOL
--------
LMITOOL is a user-friendly package for LMI optimization. It acts as
an interface for the Semidefinite Programming package SP developed by
L. Vandenberghe and S. Boyd.
An LMI optimization problem is one where matrix variables are subject
to equality and positive-definiteness constraints, and the objective
is a linear function of these variables. Many engineering problems
can be formulated as LMI problems (see for instance, the book ``Linear
Matrix Inequalities in Systems and Control Theory'', by Boyd, El
Ghaoui, Feron, Balakrishnan, SIAM, 1994).
LMITOOL is available as a matlab toolbox and also as a built-in
library in Scilab (scilab-2.1 or higher). Scilab can be obtained
through anonymous ftp from "ftp.inria.fr" (Internet #192.93.2.54),
directory "INRIA/Projects/Meta2/Scilab".
If you are interested by the matlab package, you can get it as
follows.
1. do an anonymous ftp to ftp.ensta.fr.
2. The FTP directory pub/elghaoui/lmitool at ftp.ensta.fr
contains the following files:
- README
- lmitool.tar.Z: the package, including all files and documentation.
3. TO INSTALL THE PACKAGE:
Move lmitool.tar.Z to the directory where you want the code to
live. Then:
> zcat lmitool.tar.Z | tar xvf -
This creates a directory lmitool with matlab m-files and two
subdirectories: lmitool/EXAMPLES (containing examples), and
lmitool/DOC (containing a postscript file doc.ps with documentation)
4. Get the SP package from the FTP directory pub/boyd/semidef_prog
at isl.stanford.edu.
NOTE: The documentation and the code are still under development.
Please do not hesitate to send e-mail to lmitool@ensta.fr with your
comments or questions.
Laurent EL Ghaoui
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