source: proiecte/pmake3d/make3d_original/Make3dSingleImageStanford_version0.1/third_party/opt/yalmip/dev/tests-mbg/bmibnb/bmibnb_gamscontrol1.m @ 37

function gamscontrol1

A = [1 2;-3 0];B = [1;1];
[K0,P0] = lqr(A,B,eye(2),1);
P = sdpvar(2,2);setsdpvar(P,2*P0);K0(K0>1)=1;K0(K0<-1)=-1;
K = sdpvar(1,2);setsdpvar(K,-K0);
F = set(K<1)+set(K>-1)+set(P>0)+set((A+B*K)'*P+P*(A+B*K) < -eye(2)-K'*K);
F = F+lmi(diag(P)>0)+lmi(P(:)>-151) + lmi(P(:)<150) + lmi(P>P0)+lmi(K>-100) + lmi(K<100);

obj = trace(P);

sol = solvesdp(F,obj,sdpsettings('solver','bmibnb'))

mbg_asserttolequal(sol.problem,0, 1e-5);

mbg_asserttolequal(double(obj),5.4615, 1e-4);