[Csdp] Error "Function is not defined for sparse inputs." during writesdp.m
Brian Borchers
borchers at nmt.edu
Wed Nov 10 00:11:51 EST 2010
On Tue, Nov 9, 2010 at 8:25 PM, Henri Kjellberg
<henrikjellberg at gmail.com> wrote:
> Thanks again Brian,
> That fixed it!
> I would like to educate myself on the topic of manipulating problems into
> the SDPA format. Now I see the CSDP solver can operate quickly enough to
> meet real-time spacecraft attitude control requirements. However,
> formulating the problem from lmi statements using yalmip in MATLAB is
> incredibly slow. I would like to learn how to do this analytically or
> efficiently otherwise. Do you have any pointers to get me started on this
> quest?
Formulating problems as SDP's involves a bunch of techniques that
range from very simple matrix algebra through the use of more
sophisticated bits of linear algebra such as the Schur complement
theorem all the way up to to very specialized results like the
"S-Lemma." I recommend the textbook "Convex Optimization" by
Vandenberghe and Boyd to people who want to learn about this stuff.
--
Brian Borchers borchers at nmt.edu
Department of Mathematics http://www.nmt.edu/~borchers/
New Mexico Tech Phone: (575) 322-2592
Socorro, NM 87801 FAX: (575) 835-5366
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