Hi,
I am looking for matlab code for solving SDP to the resarch goal.
Are there any simple matlab codes to solve SDP with interior point
method?
My problem is:
minimize J
s.t
F0 + x1F1 + x2F2 + x3F3 + JF4 <0 with
F0=[2 3 2;3 5 2;2 2 4]
F1=[-2 2 1;2 0 0;1 0 0]
F2=[-4 -3 2;-3 4 1;2 1 0]
F3=[0 -2 0;-2 -4 2; 0 2 0]
F4=[0 0 0;0 0 0;0 0 -1]
X=[x1 x2;x2 x3]>0
Any suggestion will be highly appreciated.
Thanks in advance.
Regards
Musthov

See

http://sedumi.mcmaster.ca/

musthov wrote:
Hi,

I am looking for matlab code for solving SDP to the resarch goal.
Are there any simple matlab codes to solve SDP with interior point
method?
My problem is:
minimize J
s.t
F0 + x1F1 + x2F2 + x3F3 + JF4 <0 with
F0=[2 3 2;3 5 2;2 2 4]
F1=[-2 2 1;2 0 0;1 0 0]
F2=[-4 -3 2;-3 4 1;2 1 0]
F3=[0 -2 0;-2 -4 2; 0 2 0]
F4=[0 0 0;0 0 0;0 0 -1]
X=[x1 x2;x2 x3]>0

Any suggestion will be highly appreciated.
--
Thanks in advance.
--
Regards
Musthov

As Erling said, sedumi is a good start (or sdpt3 or csdp or )

Since you have all the data in a nice numerical format, the call to sedumi
is "easy"

C = [0;0;0;0;-F0(:)];
A = [-eye(4);F1(:) F2(:) F3(:) F4(:)];
b = [0 0 0 -1];
K.l = 4;
K.s = 3;
[primal,x] = sedumi(A,b,C,K)
% x are is your variables [x1 x2 x3 x4]

In more advanced cases, a modelling tool is recommended, such as YALMIP
http://control.ee.ethz.ch/~joloef/wiki/pmwiki.php (free, requires an SDP
solver such as sedumi, sdpt3,dsdp,csdp,)

Your YALMIP model would be

sdpvar x1 x2 x3 J
constr = set(F0 + x1*F1 + x2*F2 + x3*F3 + J*F4 <0) + set([x1 x2;x2 x3] >0);
solvesdp(constr,J)
double([x1 x2 x3 J])

"musthov" <musthov@yahoo.comwrote in message
news:1158041321.935664.117460@
Hi,

I am looking for matlab code for solving SDP to the resarch goal.
Are there any simple matlab codes to solve SDP with interior point
method?
My problem is:
minimize J
s.t
F0 + x1F1 + x2F2 + x3F3 + JF4 <0 with
F0=[2 3 2;3 5 2;2 2 4]
F1=[-2 2 1;2 0 0;1 0 0]
F2=[-4 -3 2;-3 4 1;2 1 0]
F3=[0 -2 0;-2 -4 2; 0 2 0]
F4=[0 0 0;0 0 0;0 0 -1]
X=[x1 x2;x2 x3]>0

Any suggestion will be highly appreciated.
--
Thanks in advance.
--
Regards
Musthov

musthov wrote:
Hi,

I am looking for matlab code for solving SDP to the resarch goal.
Are there any simple matlab codes to solve SDP with interior point
method?
My problem is:
minimize J
s.t
F0 + x1F1 + x2F2 + x3F3 + JF4 <0 with
F0=[2 3 2;3 5 2;2 2 4]
F1=[-2 2 1;2 0 0;1 0 0]
F2=[-4 -3 2;-3 4 1;2 1 0]
F3=[0 -2 0;-2 -4 2; 0 2 0]
F4=[0 0 0;0 0 0;0 0 -1]
X=[x1 x2;x2 x3]>0

Any suggestion will be highly appreciated.
--
Thanks in advance.
--
Regards
Musthov
Hi,
the answer to your question has to be: N, there are no SIMPLE codes.
However, if you have your data in Matlab and save them in a file, you
can use all the NES solvers I have installed and submit your problem.

HM

Thank's for your recommended.

I have tried some packages such as SeDuMi, YALMIP and so on, and I'd
like say they are all done very well. However, they are too powerful
for my problem, and these software is very complex when I try to debug
step by step, so its difficult for me to understand step by step how
this software solve my problem .

I mean a simple matlab code that solve my problem, so I can understand
step by step how to solve this problem clearly.

regards,
Ahmed

Johan L wrote:
As Erling said, sedumi is a good start (or sdpt3 or csdp or )

Since you have all the data in a nice numerical format, the call to sedumi
is "easy"

C = [0;0;0;0;-F0(:)];
A = [-eye(4);F1(:) F2(:) F3(:) F4(:)];
b = [0 0 0 -1];
K.l = 4;
K.s = 3;
[primal,x] = sedumi(A,b,C,K)
% x are is your variables [x1 x2 x3 x4]

In more advanced cases, a modelling tool is recommended, such as YALMIP
http://control.ee.ethz.ch/~joloef/wiki/pmwiki.php (free, requires an SDP
solver such as sedumi, sdpt3,dsdp,csdp,)

Your YALMIP model would be

sdpvar x1 x2 x3 J
constr = set(F0 + x1*F1 + x2*F2 + x3*F3 + J*F4 <0) + set([x1 x2;x2 x3] >0);
solvesdp(constr,J)
double([x1 x2 x3 J])
--
"musthov" <musthov@yahoo.comwrote in message
news:1158041321.935664.117460@
Hi,

I am looking for matlab code for solving SDP to the resarch goal.
Are there any simple matlab codes to solve SDP with interior point
method?
My problem is:
minimize J
s.t
F0 + x1F1 + x2F2 + x3F3 + JF4 <0 with
F0=[2 3 2;3 5 2;2 2 4]
F1=[-2 2 1;2 0 0;1 0 0]
F2=[-4 -3 2;-3 4 1;2 1 0]
F3=[0 -2 0;-2 -4 2; 0 2 0]
F4=[0 0 0;0 0 0;0 0 -1]
X=[x1 x2;x2 x3]>0

Any suggestion will be highly appreciated.
--
Thanks in advance.
--
Regards
Musthov

musthov wrote:
Thank's for your recommended.

I have tried some packages such as SeDuMi, YALMIP and so on, and I'd
like say they are all done very well. However, they are too powerful
for my problem, and these software is very complex when I try to debug
step by step, so its difficult for me to understand step by step how
this software solve my problem .

I mean a simple matlab code that solve my problem, so I can understand
step by step how to solve this problem clearly.

regards,
Ahmed

Johan L wrote:
As Erling said, sedumi is a good start (or sdpt3 or csdp or )

Since you have all the data in a nice numerical format, the call to sedumi
is "easy"

C = [0;0;0;0;-F0(:)];
A = [-eye(4);F1(:) F2(:) F3(:) F4(:)];
b = [0 0 0 -1];
K.l = 4;
K.s = 3;
[primal,x] = sedumi(A,b,C,K)
% x are is your variables [x1 x2 x3 x4]

In more advanced cases, a modelling tool is recommended, such as YALMIP
http://control.ee.ethz.ch/~joloef/wiki/pmwiki.php (free, requires an SDP
solver such as sedumi, sdpt3,dsdp,csdp,)

Your YALMIP model would be

sdpvar x1 x2 x3 J
constr = set(F0 + x1*F1 + x2*F2 + x3*F3 + J*F4 <0) + set([x1 x2;x2 x3] >0);
solvesdp(constr,J)
double([x1 x2 x3 J])
--
"musthov" <musthov@yahoo.comwrote in message
news:1158041321.935664.117460@
Hi,

I am looking for matlab code for solving SDP to the resarch goal.
Are there any simple matlab codes to solve SDP with interior point
method?
My problem is:
minimize J
s.t
F0 + x1F1 + x2F2 + x3F3 + JF4 <0 with
F0=[2 3 2;3 5 2;2 2 4]
F1=[-2 2 1;2 0 0;1 0 0]
F2=[-4 -3 2;-3 4 1;2 1 0]
F3=[0 -2 0;-2 -4 2; 0 2 0]
F4=[0 0 0;0 0 0;0 0 -1]
X=[x1 x2;x2 x3]>0

Any suggestion will be highly appreciated.
--
Thanks in advance.
--
Regards
Musthov

Hi, this is not easy. Try:
%
and
http://www.stanford.edu/~boyd/SDPSL.html
HM

, so you are looking for some simple code that you can understand and
follow line by line.

Here is a naive implementation (requires feasible initial point, only allows
one constraint (so you have to put your positivity constraints on the
diagonal) and it doesn't work in practice.)

It does however have the same building stones as most advanced solvers:
Build Hessian and gradient, compute Newton step, perform line search to stay
in interior, and update logaritmic barrier parameter

#fdbf1901b97cd609

If on the other hand you have some problem that you think you can attribute
to sedumi or YALMIP, and you are trying to debug this, you would be better
off contacting me by mail to sort this out (I am the author of YALMIP))

/johan

"musthov" <musthov@yahoo.comwrote in message
news:1158114516.050579.185280@
Thank's for your recommended.

I have tried some packages such as SeDuMi, YALMIP and so on, and I'd
like say they are all done very well. However, they are too powerful
for my problem, and these software is very complex when I try to debug
step by step, so its difficult for me to understand step by step how
this software solve my problem .

I mean a simple matlab code that solve my problem, so I can understand
step by step how to solve this problem clearly.

regards,
Ahmed

Johan L wrote:
As Erling said, sedumi is a good start (or sdpt3 or csdp or )

Since you have all the data in a nice numerical format, the call to sedumi
is "easy"

C = [0;0;0;0;-F0(:)];
A = [-eye(4);F1(:) F2(:) F3(:) F4(:)];
b = [0 0 0 -1];
K.l = 4;
K.s = 3;
[primal,x] = sedumi(A,b,C,K)
% x are is your variables [x1 x2 x3 x4]

In more advanced cases, a modelling tool is recommended, such as YALMIP
http://control.ee.ethz.ch/~joloef/wiki/pmwiki.php (free, requires an SDP
solver such as sedumi, sdpt3,dsdp,csdp,)

Your YALMIP model would be

sdpvar x1 x2 x3 J
constr = set(F0 + x1*F1 + x2*F2 + x3*F3 + J*F4 <0) + set([x1 x2;x2 x3]
>0);
solvesdp(constr,J)
double([x1 x2 x3 J])
--
"musthov" <musthov@yahoo.comwrote in message
news:1158041321.935664.117460@
Hi,

I am looking for matlab code for solving SDP to the resarch goal.
Are there any simple matlab codes to solve SDP with interior point
method?
My problem is:
minimize J
s.t
F0 + x1F1 + x2F2 + x3F3 + JF4 <0 with
F0=[2 3 2;3 5 2;2 2 4]
F1=[-2 2 1;2 0 0;1 0 0]
F2=[-4 -3 2;-3 4 1;2 1 0]
F3=[0 -2 0;-2 -4 2; 0 2 0]
F4=[0 0 0;0 0 0;0 0 -1]
X=[x1 x2;x2 x3]>0

Any suggestion will be highly appreciated.
--
Thanks in advance.
--
Regards
Musthov