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Thread Subject:
Minimized Condition Number through LMI GEVP

Subject: Minimized Condition Number through LMI GEVP

From: John Steiler

Date: 13 May, 2013 15:46:08

Message: 1 of 1

    0.0015 0.0009 0 0
    0.0005 0.0011 0 0
    0.0017 -0.0017 0.6364 0.3636
    0.0017 -0.0017 0.3333 0.6667

I am trying to get the minimized condition number of this matrix through LMI approach by GEVP solver. can anybody help me to solve it?

the formulation is
Q=<M'PM=<y^2Q with constraints P>0;Q>0;
I need P and Q
P=? Q=?

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