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18 | <table border="0" cellpadding="4" cellspacing="3" style="border-collapse: collapse" bordercolor="#000000" width="100%" align="left" height="100%"> |
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19 | <tr> |
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20 | <td width="100%" align="left" height="100%" valign="top"> |
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21 | <h2 style="margin-top: 0; margin-bottom: 0">Frequently asked question</h2> |
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22 | <hr noShade SIZE="1"> |
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23 | <p style="margin-bottom: 0; margin-top:0"> </p> |
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24 | <h3 style="margin-bottom: 0; margin-top:0">Installation</h3> |
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25 | <ul> |
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26 | <li> |
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27 | <p style="margin-bottom: 0; margin-top:0"><a href="#nothing works">YALMIP |
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28 | does not work.</a></p></li> |
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29 | <li> |
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30 | <p style="margin-bottom: 0; margin-top:0"><a href="#slow"> |
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31 | <font color="#FF0000">It is so slow!</font></a></p></li> |
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32 | </ul> |
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33 | <h3 style="margin-bottom: 0; margin-top:0">Solvers</h3> |
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34 | <ul> |
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35 | <li> |
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36 | <p style="margin-bottom: 0; margin-top:0"><a href="#nosolver">YALMIP |
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37 | cannot find any solver</a></p></li> |
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38 | <li> |
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39 | <p style="margin-bottom: 0; margin-top:0"><a href="#penbmi update">My version of |
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40 | PENBMI does not work with |
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41 | YALMIP anymore</a></p></li> |
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42 | <li> |
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43 | <p style="margin-bottom: 0; margin-top:0"><a href="#compile sdpt">My version of |
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44 | SDPT3-3.02 does not work with |
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45 | YALMIP anymore</a></p></li> |
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46 | <li> |
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47 | <p style="margin-bottom: 0; margin-top:0"><a href="#sedumisdpt3">SDPT3 (or |
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48 | SeDuMi) does not work</a></p></li> |
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49 | <li> |
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50 | <p style="margin-bottom: 0; margin-top:0"><a href="#csdppath">CSDP does not work</a></p> |
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51 | </li> |
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52 | <li> |
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53 | <p style="margin-bottom: 0; margin-top:0"><a href="#csdpcrash">CSDP |
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54 | runs but crashes</a></p></li> |
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55 | <li> |
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56 | <p style="margin-bottom: 0; margin-top:0"><a href="#lmilabalready">I already have |
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57 | LMILAB and LINPROG |
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58 | installed, do I need any other solver?</a></p></li> |
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59 | <li> |
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60 | <p style="margin-bottom: 0; margin-top:0"><a href="#lmilabslow">LMILAB |
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61 | is slower when I use it with YALMIP</a></p></li> |
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62 | <li> |
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63 | <p style="margin-bottom: 0; margin-top:0"><a href="#cddhangs">CDD hangs</a></p> |
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64 | </li> |
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65 | <li> |
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66 | <p style="margin-bottom: 0; margin-top:0"><a href="#fminconcrashes">fmincon |
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67 | crashes</a></p> |
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68 | </li> |
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69 | <li> |
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70 | <p style="margin-bottom: 0; margin-top:0"><a href="#maxdetcrashes">MAXDET fails or crashes</a></p> |
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71 | </li> |
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72 | <li> |
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73 | <p style="margin-bottom: 0; margin-top:0"><a href="#xpress">XPRESS |
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74 | performs badly, claims infeasibility etc.</a></p></li> |
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75 | <li> |
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76 | <p style="margin-bottom: 0; margin-top:0"><a href="#selectsolver">There are so many solvers, which |
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77 | one should I use?</a></p></li> |
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78 | <li> |
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79 | <p style="margin-bottom: 0; margin-top:0"><a href="#infeasible">The solution I get in an SDP is not |
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80 | feasible but has eigenvalues around, say, -1e-6</a></p></li> |
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81 | <li> |
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82 | <p style="margin-bottom: 0; margin-top:0"><a href="#bmi">Can I solve BMIs without |
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83 | PENBMI?</a></p></li> |
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84 | </ul> |
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85 | <h3 style="margin-bottom: 0; margin-top:0">YALMIP</h3> |
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86 | <ul> |
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87 | <li> |
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88 | <p style="margin-bottom: 0; margin-top:0"><a href="#typical">My solution |
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89 | is not what I expected.</a></p></li> |
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90 | <li> |
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91 | <p style="margin-bottom: 0; margin-top:0"><a href="#typeset">Typing <code>help set</code> gives |
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92 | me no information on the YALMIP function <code>set</code>.</a></p></li> |
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93 | <li> |
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94 | <p style="margin-bottom: 0; margin-top:0"><a href="#setclass">Is there really a <code>set</code> class?</a></p> |
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95 | </li> |
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96 | <li> |
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97 | <p style="margin-bottom: 0; margin-top:0"><a href="#normalset">Is <code>set</code> related to |
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98 | the "normal" set command in MATLAB.</a></p></li> |
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99 | <li> |
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100 | <p style="margin-bottom: 0; margin-top:0"><a href="#lmielement">I define a |
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101 | semidefinite constraint, but YALMIP declares it "element-wise".</a></p></li> |
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102 | <li> |
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103 | <p style="margin-bottom: 0; margin-top:0"><a href="#reallystrict">Are inequalities really |
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104 | strict?</a></p></li> |
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105 | <li> |
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106 | <p style="margin-bottom: 0; margin-top:0"><a href="#gevp">How do I |
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107 | solve generalized eigenvalue problems (like <code>gevp</code> in LMILAB)?</a></p> |
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108 | </li> |
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109 | <li> |
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110 | <p style="margin-bottom: 0; margin-top:0"><a href="#removeequalities">I get strange |
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111 | results when I use the option <code>'removeequalities'</code></a>.</p> |
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112 | </li> |
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113 | <li> |
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114 | <p style="margin-bottom: 0; margin-top:0"><a href="#convexity ">YALMIP complains about failing in convexity propagation.</a></p> |
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115 | </li> |
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116 | <li> |
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117 | <p style="margin-bottom: 0; margin-top:0"><a href="#gpconvex">I |
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118 | have problems solving a geometric program.</a></p></li> |
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119 | </ul> |
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120 | <p style="margin-bottom: 0; margin-top:0"> </p> |
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121 | <h3 style="margin-bottom: 0; margin-top:0">Known bugs</h3> |
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122 | <ul> |
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123 | <li> |
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124 | <p style="margin-bottom: 0; margin-top:0"><a href="#subasgn">I can not write |
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125 | <code>X = |
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126 | eye(2); X(1,1)=sdpvar(1,1)</code></a></p></li> |
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127 | <li> |
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128 | <p style="margin-bottom: 0; margin-top:0"><a href="#vectorquadratic"> |
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129 | Vector-valued quadratic constraints</a></p></li> |
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130 | <li> |
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131 | <p style="margin-bottom: 0; margin-top:0"><a href="#implies"> |
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132 | Using <code>implies</code> on set objects</a></p></li> |
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133 | <li> |
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134 | <p style="margin-bottom: 0; margin-top:0"><a href="#constructbug"> |
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135 | Sometimes MATLAB fails to declare a SDPVAR object with the name i or j |
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136 | inside a function</a></p></li> |
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137 | </ul> |
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138 | <p style="margin-bottom: 0; margin-top:0"></p> |
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139 | <h3 style="margin-bottom: 0; margin-top:0"> </h3> |
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140 | <h3 style="margin-bottom: 0; margin-top:0">Other</h3> |
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141 | <ul> |
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142 | <li> |
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143 | <p style="margin-bottom: 0; margin-top:0"><a href="#foundbug">I have found a bug. What to do?</a></p> |
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144 | </li> |
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145 | <li> |
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146 | <p style="margin-bottom: 0; margin-top:0"><a href="#feature">I have an idea for a new feature. |
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147 | What to do?</a></p></li> |
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148 | <li> |
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149 | <p style="margin-bottom: 0; margin-top:0"><a href="#yalmipmeans">What does YALMIP mean?</a></p> |
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150 | </li> |
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151 | </ul> |
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152 | <hr noShade SIZE="1" color="#FF0000"> |
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153 | <p style="margin-top: 0; margin-bottom: 0"> </p> |
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154 | <table border="0" cellpadding="0" style="border-collapse: collapse" width="100%"> |
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155 | <tr> |
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156 | <td width="26" valign="top" class="AQ"> |
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157 | <p style="margin-bottom: 0; margin-top:0"><b><font color="#0000FF"> |
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158 | <a name="nothing works"></a>Q:</font></b></td> |
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159 | <td> |
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160 | <p style="margin-bottom: 0; margin-top:0"><b>I have been using a previous version |
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161 | of YALMIP, but after installing the new version nothing works.</b></td> |
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162 | </tr> |
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163 | <tr> |
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164 | <td width="26" valign="top" class="AQ"> |
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165 | <p style="margin-bottom: 0; margin-top:0"><font color="#0000FF"><b>A</b></font><b><font color="#0000FF">:</font></b></td> |
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166 | <td> |
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167 | <p style="margin-bottom: 0; margin-top:0">Restart MATLAB.</td> |
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168 | </tr> |
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169 | </table> |
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170 | <p style="margin-bottom: 0; margin-top:0"> </p> |
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171 | <table border="0" cellpadding="0" style="border-collapse: collapse" width="100%"> |
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172 | <tr> |
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173 | <td width="26" valign="top"> |
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174 | <p style="margin-bottom: 0; margin-top:0"><b><font color="#0000FF"> |
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175 | <a name="remove old"></a>Q:</font></b></td> |
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176 | <td> |
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177 | <p style="margin-bottom: 0; margin-top:0"><b>..still doesn't work!</b></td> |
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178 | </tr> |
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179 | <tr> |
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180 | <td width="26" valign="top"> |
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181 | <p style="margin-bottom: 0; margin-top:0"><font color="#0000FF"><b>A</b></font><b><font color="#0000FF">:</font></b></td> |
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182 | <td> |
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183 | <p style="margin-bottom: 0; margin-top:0">Remove any old version of |
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184 | YALMIP before you install the new version. Do not just copy the new |
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185 | version into the old YALMIP directory.</td> |
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186 | </tr> |
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187 | </table> |
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188 | <p style="margin-bottom: 0; margin-top:0"> </p> |
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189 | <table border="0" cellpadding="0" style="border-collapse: collapse" width="100%"> |
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190 | <tr> |
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191 | <td width="26" valign="top"> |
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192 | <p style="margin-bottom: 0; margin-top:0"><b><font color="#0000FF"> |
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193 | <a name="add path"></a>Q:</font></b></td> |
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194 | <td> |
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195 | <p style="margin-bottom: 0; margin-top:0"><b>..still doesn't work!</b></td> |
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196 | </tr> |
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197 | <tr> |
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198 | <td width="26" valign="top"> |
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199 | <p style="margin-bottom: 0; margin-top:0"><font color="#0000FF"><b>A</b></font><b><font color="#0000FF">:</font></b></td> |
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200 | <td> |
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201 | <p style="margin-bottom: 0; margin-top:0">Added all the paths? (<i>/yalmip</i>, |
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202 | <i>/yalmip/extras, /yalmip/demos, /yalmip/solvers</i>)</td> |
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203 | </tr> |
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204 | </table> |
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205 | <p style="margin-bottom: 0; margin-top:0"> </p> |
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206 | <table border="0" cellpadding="0" style="border-collapse: collapse" width="100%" id="table13"> |
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207 | <tr> |
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208 | <td width="26" valign="top"> |
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209 | <p style="margin-bottom: 0; margin-top:0"><b><font color="#0000FF"> |
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210 | <a name="add path2"></a>Q:</font></b></td> |
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211 | <td> |
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212 | <p style="margin-bottom: 0; margin-top:0"><b>..still doesn't work!</b></td> |
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213 | </tr> |
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214 | <tr> |
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215 | <td width="26" valign="top"> |
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216 | <p style="margin-bottom: 0; margin-top:0"><font color="#0000FF"><b>A</b></font><b><font color="#0000FF">:</font></b></td> |
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217 | <td> |
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218 | <p style="margin-bottom: 0; margin-top:0">Did your unzip application |
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219 | really decompress the files to the path structure, instead of placing |
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220 | all files in one directory.</td> |
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221 | </tr> |
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222 | </table> |
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223 | <p style="margin-bottom: 0; margin-top:0"> </p> |
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224 | <table border="0" cellpadding="0" style="border-collapse: collapse" width="100%"> |
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225 | <tr> |
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226 | <td width="26" valign="top"> |
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227 | <p style="margin-bottom: 0; margin-top:0"><b><font color="#0000FF"> |
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228 | <a name="add path0"></a>Q:</font></b></td> |
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229 | <td> |
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230 | <p style="margin-bottom: 0; margin-top:0"><b>..still doesn't work!</b></td> |
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231 | </tr> |
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232 | <tr> |
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233 | <td width="26" valign="top"> |
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234 | <p style="margin-bottom: 0; margin-top:0"><font color="#0000FF"><b>A</b></font><b><font color="#0000FF">:</font></b></td> |
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235 | <td> |
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236 | <p style="margin-bottom: 0; margin-top:0">Are you sure you added all the paths! (<i>/yalmip</i>, |
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237 | <i>/yalmip/extras, /yalmip/demos, /yalmip/solvers</i>)</td> |
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238 | </tr> |
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239 | </table> |
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240 | <p style="margin-bottom: 0; margin-top:0"> </p> |
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241 | <table border="0" cellpadding="0" style="border-collapse: collapse" width="100%" id="table3"> |
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242 | <tr> |
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243 | <td width="26" valign="top"> |
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244 | <p style="margin-bottom: 0; margin-top:0"><b><font color="#0000FF"> |
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245 | <a name="add path1"></a>Q:</font></b></td> |
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246 | <td> |
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247 | <p style="margin-bottom: 0; margin-top:0"><b>..still doesn't work!</b></td> |
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248 | </tr> |
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249 | <tr> |
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250 | <td width="26" valign="top"> |
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251 | <p style="margin-bottom: 0; margin-top:0"><font color="#0000FF"><b>A</b></font><b><font color="#0000FF">:</font></b></td> |
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252 | <td> |
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253 | <p style="margin-bottom: 0; margin-top:0">Could be related to toolbox |
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254 | path caching (open menu File/Preferences/General and run "Update Toolbox |
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255 | Path Cache")</td> |
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256 | </tr> |
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257 | </table> |
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258 | <p style="margin-bottom: 0; margin-top:0"> </p> |
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259 | <table border="0" cellpadding="0" style="border-collapse: collapse" width="100%"> |
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260 | <tr> |
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261 | <td width="26" valign="top"> |
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262 | <p style="margin-bottom: 0; margin-top:0"><b><font color="#0000FF"> |
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263 | <a name="remove path"></a>Q:</font></b></td> |
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264 | <td> |
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265 | <p style="margin-bottom: 0; margin-top:0"><b>..still doesn't work!</b></td> |
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266 | </tr> |
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267 | <tr> |
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268 | <td width="26" valign="top"> |
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269 | <p style="margin-bottom: 0; margin-top:0"><font color="#0000FF"><b>A</b></font><b><font color="#0000FF">:</font></b></td> |
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270 | <td> |
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271 | <p style="margin-bottom: 0; margin-top:0">Removed your old YALMIP |
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272 | version from the MATLAB path?</td> |
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273 | </tr> |
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274 | </table> |
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275 | <p style="margin-bottom: 0; margin-top:0"> </p> |
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276 | <table border="0" cellpadding="0" style="border-collapse: collapse" width="100%"> |
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277 | <tr> |
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278 | <td width="26" valign="top"> |
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279 | <p style="margin-bottom: 0; margin-top:0"><b><font color="#0000FF"> |
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280 | <a name="added solver path"></a>Q:</font></b></td> |
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281 | <td> |
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282 | <p style="margin-bottom: 0; margin-top:0"><b>..still doesn't work!</b></td> |
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283 | </tr> |
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284 | <tr> |
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285 | <td width="26" valign="top"> |
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286 | <p style="margin-bottom: 0; margin-top:0"><font color="#0000FF"><b>A</b></font><b><font color="#0000FF">:</font></b></td> |
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287 | <td> |
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288 | <p style="margin-bottom: 0; margin-top:0">Added all the paths to your solver?</td> |
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289 | </tr> |
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290 | </table> |
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291 | <p style="margin-bottom: 0; margin-top:0"> </p> |
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292 | <table border="0" cellpadding="0" style="border-collapse: collapse" width="100%"> |
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293 | <tr> |
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294 | <td width="26" valign="top"> |
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295 | <p style="margin-bottom: 0; margin-top:0"><b><font color="#0000FF"> |
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296 | <a name="compile solver1"></a>Q:</font></b></td> |
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297 | <td> |
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298 | <p style="margin-bottom: 0; margin-top:0"><b>...still doesn't work!</b></td> |
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299 | </tr> |
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300 | <tr> |
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301 | <td width="26" valign="top"> |
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302 | <p style="margin-bottom: 0; margin-top:0"><font color="#0000FF"><b>A</b></font><b><font color="#0000FF">:</font></b></td> |
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303 | <td> |
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304 | <p style="margin-bottom: 0; margin-top:0">Do you have any solver |
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305 | installed?</p> |
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306 | </td> |
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307 | </tr> |
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308 | </table> |
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309 | <p style="margin-bottom: 0; margin-top:0"> </p> |
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310 | <table border="0" cellpadding="0" style="border-collapse: collapse" width="100%"> |
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311 | <tr> |
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312 | <td width="26" valign="top"> |
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313 | <p style="margin-bottom: 0; margin-top:0"><b><font color="#0000FF"> |
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314 | <a name="compile solver"></a>Q:</font></b></td> |
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315 | <td> |
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316 | <p style="margin-bottom: 0; margin-top:0"><b>...still doesn't work!</b></td> |
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317 | </tr> |
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318 | <tr> |
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319 | <td width="26" valign="top"> |
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320 | <p style="margin-bottom: 0; margin-top:0"><font color="#0000FF"><b>A</b></font><b><font color="#0000FF">:</font></b></td> |
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321 | <td> |
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322 | <p style="margin-bottom: 0; margin-top:0">Compiled the solver (if needed)? |
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323 | Compiled it for the correct MATLAB version?</p> |
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324 | </td> |
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325 | </tr> |
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326 | </table> |
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327 | <p style="margin-top: 0; margin-bottom: 0"> </p> |
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328 | <table border="0" cellpadding="0" style="border-collapse: collapse" width="100%"> |
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329 | <tr> |
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330 | <td width="26" valign="top"> |
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331 | <p style="margin-bottom: 0; margin-top:0"><b><font color="#0000FF"> |
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332 | <a name="compile solver2"></a>Q:</font></b></td> |
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333 | <td> |
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334 | <p style="margin-bottom: 0; margin-top:0"><b>...still doesn't work!</b></td> |
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335 | </tr> |
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336 | <tr> |
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337 | <td width="26" valign="top"> |
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338 | <p style="margin-bottom: 0; margin-top:0"><font color="#0000FF"><b>A</b></font><b><font color="#0000FF">:</font></b></td> |
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339 | <td> |
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340 | <p style="margin-bottom: 0; margin-top:0">Using MATLAB 5.3.1 or later?</p> |
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341 | </td> |
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342 | </tr> |
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343 | </table> |
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344 | <p style="margin-top: 0; margin-bottom: 0"> </p> |
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345 | <table border="0" cellpadding="0" style="border-collapse: collapse" width="100%"> |
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346 | <tr> |
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347 | <td width="26" valign="top"> |
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348 | <p style="margin-bottom: 0; margin-top:0"><b><font color="#0000FF"> |
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349 | <a name="compile solver0"></a>Q:</font></b></td> |
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350 | <td> |
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351 | <p style="margin-bottom: 0; margin-top:0"><b>...still doesn't work!</b></td> |
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352 | </tr> |
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353 | <tr> |
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354 | <td width="26" valign="top"> |
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355 | <p style="margin-bottom: 0; margin-top:0"><font color="#0000FF"><b>A</b></font><b><font color="#0000FF">:</font></b></td> |
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356 | <td> |
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357 | <p style="margin-bottom: 0; margin-top:0">Probably a PICNIC problem ;-P</p> |
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358 | </td> |
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359 | </tr> |
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360 | </table> |
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361 | <p style="margin-top: 0; margin-bottom: 0"> </p> |
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362 | <table border="0" cellpadding="0" style="border-collapse: collapse" width="100%" id="table1"> |
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363 | <tr> |
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364 | <td width="26" valign="top"> |
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365 | <p style="margin-bottom: 0; margin-top:0"><b><font color="#0000FF"> |
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366 | <a name="slow"></a>Q:</font></b></td> |
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367 | <td> |
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368 | <p style="margin-bottom: 0; margin-top:0"><b>It is so slow!</b></td> |
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369 | </tr> |
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370 | <tr> |
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371 | <td width="26" valign="top"> |
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372 | <p style="margin-bottom: 0; margin-top:0"><font color="#0000FF"><b>A</b></font><b><font color="#0000FF">:</font></b></td> |
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373 | <td> |
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374 | <p style="margin-bottom: 0; margin-top:0">As a rule of thumb, the time |
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375 | reported as <code>'yalmiptime'</code> in the output diagnostic should be around fractions |
---|
376 | of a second for small problems, and typically a fraction of the actual |
---|
377 | solution time for larger problems. If this is not the case, you probably |
---|
378 | have a problem with your installation.</p> |
---|
379 | <p style="margin-bottom: 0; margin-top:0"> </p> |
---|
380 | <p style="margin-bottom: 0; margin-top:0">As another rule of thumb, <code>yalmiptest(sdpsettings('verbose',0,'solver','sedumi'))</code> |
---|
381 | takes 2-5 seconds (including initial search for solvers) on my PC machines |
---|
382 | (2GHz and 3GHz).</p> |
---|
383 | <p style="margin-bottom: 0; margin-top:0"> </p> |
---|
384 | <p style="margin-bottom: 0; margin-top:0">Do you have FEMLAB on your MATLAB |
---|
385 | path? Removing FEMLAB from the path can improve performance significantly. |
---|
386 | Another way to make YALMIP faster is to set the field <code>cachesolvers</code> |
---|
387 | in <a href="#sdpsettings">sdpsettings</a> to 1. (One reason for the |
---|
388 | extremely poor performance of YALMIP in these cases is typically due to slow |
---|
389 | network functionalities, making the command <code>exist</code> , which is |
---|
390 | used in <a href="#solvesdp">solvesdp</a> when detecting solvers, very slow.</p> |
---|
391 | <p style="margin-bottom: 0; margin-top:0"> </p> |
---|
392 | <p style="margin-bottom: 0; margin-top:0">Are you running over a network? |
---|
393 | This can be extremely detrimental for general performance in YALMIP. On some |
---|
394 | networked Linux version, YALMIP runs 10-100 times slower!</p> |
---|
395 | <p style="margin-bottom: 0; margin-top:0"> </p> |
---|
396 | <p style="margin-bottom: 0; margin-top:0">Do you have a poor sparse matrix |
---|
397 | library in your installation? Some distributions seem to have extremely poor |
---|
398 | performance for sparse matrices (observed on Linux), which is used a lot in YALMIP. One |
---|
399 | way to test this is to run the script below. If the displayed result is |
---|
400 | substantially larger than 20, you have problems (and I have no idea how you |
---|
401 | can resolve this...)</p> |
---|
402 | <blockquote> |
---|
403 | <blockquote> |
---|
404 | <pre>d = sprandn(1e5,1,0.5); |
---|
405 | tic;for i= 1:1000;d([2000:3000]);end;t1 = toc; |
---|
406 | d = d'; |
---|
407 | tic;for i= 1:1000;d([2000:3000]);end;t2 = toc;t1/t2</pre> |
---|
408 | </blockquote> |
---|
409 | </blockquote> |
---|
410 | <p style="margin-bottom: 0; margin-top:0">Do |
---|
411 | you have <a href="solvers.htm#mosek">MOSEK</a> installed? This solver overloads |
---|
412 | the function <code>optimset</code> in Mathworks optimization toolbox, but is much slower. <code>optimset</code> is called in <a href="#sdpsettings">sdpsettings</a> |
---|
413 | to initialize the option fields for <a href="solvers.htm#linprog">LINPROG</a> and |
---|
414 | <a href="solvers.htm#quadprog">QUADPROG</a>. Note that |
---|
415 | <a href="#sdpsettings">sdpsettings</a> is called in <a href="#solvesdp">solvesdp</a> |
---|
416 | if no options structure is passed in the call. Hence, for optimal speed, |
---|
417 | define the options structure once, and always use three arguments when |
---|
418 | calling <a href="#solvesdp">solvesdp</a>. This is recommended even if you do |
---|
419 | not have <a href="solvers.htm#mosek">MOSEK</a>.</p> |
---|
420 | <p style="margin-bottom: 0; margin-top:0"> </p> |
---|
421 | <p style="margin-bottom: 0; margin-top:0">Are you working with nonlinear |
---|
422 | expressions? In that case, clear the internals of YALMIP regularly using |
---|
423 | <code>yalmip('clear')</code>.</p> |
---|
424 | <p style="margin-bottom: 0; margin-top:0"> </p> |
---|
425 | <p style="margin-bottom: 0; margin-top:0">Are you working with large |
---|
426 | polynomial |
---|
427 | expressions? Try to compile the file findhash.c (<code>mex findhash.c</code>)</p> |
---|
428 | <p style="margin-bottom: 0; margin-top:0"> </p> |
---|
429 | <p style="margin-bottom: 0; margin-top:0">Have you formulated a standard |
---|
430 | primal SDP form problem and expected YALMIP to solve it that way? Make sure |
---|
431 | to read the section on <a href="dual.htm#dualization">dualization</a>.</p> |
---|
432 | <p style="margin-bottom: 0; margin-top:0"> </p> |
---|
433 | <p style="margin-bottom: 0; margin-top:0">Finally, standard MATLAB coding |
---|
434 | practice applies. This means that you should try to vectorize code, define |
---|
435 | things once etc.</p> |
---|
436 | </td> |
---|
437 | </tr> |
---|
438 | </table> |
---|
439 | <hr noShade SIZE="1" color="#FF0000"> |
---|
440 | <p style="margin-bottom: 0; margin-top:0"> </p> |
---|
441 | <table border="0" cellpadding="0" style="border-collapse: collapse" width="100%"> |
---|
442 | <tr> |
---|
443 | <td width="26" valign="top"> |
---|
444 | <p style="margin-bottom: 0; margin-top:0"><b><font color="#0000FF"> |
---|
445 | <a name="nosolver"></a>Q:</font></b></td> |
---|
446 | <td> |
---|
447 | <p style="margin-bottom: 0; margin-top:0"><b>YALMIP cannot find any |
---|
448 | solver.</b></td> |
---|
449 | </tr> |
---|
450 | <tr> |
---|
451 | <td width="26" valign="top"> |
---|
452 | <p style="margin-bottom: 0; margin-top:0"><font color="#0000FF"><b>A</b></font><b><font color="#0000FF">:</font></b></td> |
---|
453 | <td> |
---|
454 | <p style="margin-bottom: 0; margin-top:0">Do you have any solver? You typically |
---|
455 | need to install a (or several) solver and update you path. See |
---|
456 | <a target="topic" href="solvers.htm">interfaced solver</a>.</p> |
---|
457 | </td> |
---|
458 | </tr> |
---|
459 | </table> |
---|
460 | <p style="margin-bottom: 0; margin-top:0"> </p> |
---|
461 | <table border="0" cellpadding="0" style="border-collapse: collapse" width="100%"> |
---|
462 | <tr> |
---|
463 | <td width="26" valign="top"> |
---|
464 | <p style="margin-bottom: 0; margin-top:0"><b><font color="#0000FF"> |
---|
465 | <a name="penbmi update"></a>Q:</font></b></td> |
---|
466 | <td> |
---|
467 | <p style="margin-bottom: 0; margin-top:0"><b><a href="solvers.htm#penbmi"> |
---|
468 | PENBMI</a> does not work with |
---|
469 | YALMIP anymore.</b></td> |
---|
470 | </tr> |
---|
471 | <tr> |
---|
472 | <td width="26" valign="top"> |
---|
473 | <p style="margin-bottom: 0; margin-top:0"><font color="#0000FF"><b>A</b></font><b><font color="#0000FF">:</font></b></td> |
---|
474 | <td> |
---|
475 | <p style="margin-bottom: 0; margin-top:0">Version 1.1 and earlier will not |
---|
476 | work directly anymore. However, this is easily fixed. Edit the file |
---|
477 | callpenbmim.m (if you use the |
---|
478 | <a target="_blank" href="http://www.penopt.com">PENOPT</a> version) or |
---|
479 | callpenbmi.m (if you use the <a target="_blank" href="http://tomlab.biz">TOMLAB</a> |
---|
480 | version). Uncomment the code below the comment "UNCOMMENT THIS".</p> |
---|
481 | </td> |
---|
482 | </tr> |
---|
483 | </table> |
---|
484 | <p style="margin-bottom: 0; margin-top:0"> </p> |
---|
485 | <table border="0" cellpadding="0" style="border-collapse: collapse" width="100%"> |
---|
486 | <tr> |
---|
487 | <td width="26" valign="top"> |
---|
488 | <p style="margin-bottom: 0; margin-top:0"><b><font color="#0000FF"> |
---|
489 | <a name="compile sdpt"></a>Q:</font></b></td> |
---|
490 | <td> |
---|
491 | <p style="margin-bottom: 0; margin-top:0"><b><a href="solvers.htm#sdpt3">SDPT3</a>-3.02 does not work with |
---|
492 | YALMIP anymore.</b></td> |
---|
493 | </tr> |
---|
494 | <tr> |
---|
495 | <td width="26" valign="top"> |
---|
496 | <p style="margin-bottom: 0; margin-top:0"><font color="#0000FF"><b>A</b></font><b><font color="#0000FF">:</font></b></td> |
---|
497 | <td> |
---|
498 | <p style="margin-bottom: 0; margin-top:0">Download <a href="solvers.htm#sdpt3">SDPT3</a>-3.02 and compile (code |
---|
499 | updated without version increment)</p> |
---|
500 | </td> |
---|
501 | </tr> |
---|
502 | </table> |
---|
503 | <p style="margin-bottom: 0; margin-top:0"> </p> |
---|
504 | <table border="0" cellpadding="0" style="border-collapse: collapse" width="100%"> |
---|
505 | <tr> |
---|
506 | <td width="26" valign="top"> |
---|
507 | <p style="margin-bottom: 0; margin-top:0"><b><font color="#0000FF"> |
---|
508 | <a name="compile sdpt0"></a>Q:</font></b></td> |
---|
509 | <td> |
---|
510 | <p style="margin-bottom: 0; margin-top:0"><b>My version of |
---|
511 | <a href="solvers.htm#sdpt3">SDPT3</a>-3.02 does not work and complains about |
---|
512 | the file <code>svec</code>.</b></td> |
---|
513 | </tr> |
---|
514 | <tr> |
---|
515 | <td width="26" valign="top"> |
---|
516 | <p style="margin-bottom: 0; margin-top:0"><font color="#0000FF"><b>A</b></font><b><font color="#0000FF">:</font></b></td> |
---|
517 | <td> |
---|
518 | <p style="margin-bottom: 0; margin-top:0">Do you have the solver SDPPACK |
---|
519 | installed? Remove the path to this solver.</p> |
---|
520 | </td> |
---|
521 | </tr> |
---|
522 | </table> |
---|
523 | <p style="margin-bottom: 0; margin-top:0"> </p> |
---|
524 | <table border="0" cellpadding="0" style="border-collapse: collapse" width="100%"> |
---|
525 | <tr> |
---|
526 | <td width="26" valign="top"> |
---|
527 | <p style="margin-bottom: 0; margin-top:0"><b><font color="#0000FF"> |
---|
528 | <a name="sedumisdpt3"></a>Q:</font></b></td> |
---|
529 | <td> |
---|
530 | <p style="margin-bottom: 0; margin-top:0"> <b> <a href="solvers.htm#sdpt3">SDPT3</a> (or |
---|
531 | <a href="solvers.htm#sedumi">SeDuMi</a>) does not work<font color="#0000FF">.</font></b></td> |
---|
532 | </tr> |
---|
533 | <tr> |
---|
534 | <td width="26" valign="top"> |
---|
535 | <p style="margin-bottom: 0; margin-top:0"><font color="#0000FF"><b>A</b></font><b><font color="#0000FF">:</font></b></td> |
---|
536 | <td> |
---|
537 | <p style="margin-bottom: 0; margin-top:0">Make sure not to have both <a href="solvers.htm#sdpt3">SDPT3</a> |
---|
538 | (version 3.02) and |
---|
539 | <a href="solvers.htm#sedumi">SeDuMi</a> on the MATLAB path. This problem is |
---|
540 | resolved in <a href="solvers.htm#sdpt3">SDPT3</a> 3.1</p> |
---|
541 | </td> |
---|
542 | </tr> |
---|
543 | </table> |
---|
544 | <p style="margin-bottom: 0; margin-top:0"> </p> |
---|
545 | <table border="0" cellpadding="0" style="border-collapse: collapse" width="100%"> |
---|
546 | <tr> |
---|
547 | <td width="26" valign="top"> |
---|
548 | <p style="margin-bottom: 0; margin-top:0"><b><font color="#0000FF"> |
---|
549 | <a name="csdppath"></a>Q:</font></b></td> |
---|
550 | <td> |
---|
551 | <p style="margin-bottom: 0; margin-top:0"> <b> <a href="solvers.htm#csdp">CSDP</a> does not work<font color="#0000FF">.</font></b></td> |
---|
552 | </tr> |
---|
553 | <tr> |
---|
554 | <td width="26" valign="top"> |
---|
555 | <p style="margin-bottom: 0; margin-top:0"><font color="#0000FF"><b>A</b></font><b><font color="#0000FF">:</font></b></td> |
---|
556 | <td> |
---|
557 | <p style="margin-bottom: 0; margin-top:0">Do you have <a href="solvers.htm#csdp">CSDP</a> in your <i>system</i> path?</p> |
---|
558 | </td> |
---|
559 | </tr> |
---|
560 | </table> |
---|
561 | <p style="margin-bottom: 0; margin-top:0"> </p> |
---|
562 | <table border="0" cellpadding="0" style="border-collapse: collapse" width="100%"> |
---|
563 | <tr> |
---|
564 | <td width="26" valign="top"> |
---|
565 | <p style="margin-bottom: 0; margin-top:0"><b><font color="#0000FF"> |
---|
566 | <a name="csdpcrash"></a>Q:</font></b></td> |
---|
567 | <td> |
---|
568 | <p style="margin-bottom: 0; margin-top:0"> <b> <a href="solvers.htm#csdp">CSDP</a> |
---|
569 | runs but crashes<font color="#0000FF">.</font></b></td> |
---|
570 | </tr> |
---|
571 | <tr> |
---|
572 | <td width="26" valign="top"> |
---|
573 | <p style="margin-bottom: 0; margin-top:0"><font color="#0000FF"><b>A</b></font><b><font color="#0000FF">:</font></b></td> |
---|
574 | <td> |
---|
575 | <p style="margin-bottom: 0; margin-top:0">Running MATLAB 6.1 and <a href="solvers.htm#csdp">CSDP</a> |
---|
576 | 4.6? In that case, edit readsol.m in the <a href="solvers.htm#csdp">CSDP</a> |
---|
577 | directory and replace all occurrences of && with &. Even better, |
---|
578 | download the latest version of <a href="solvers.htm#csdp">CSDP</a>.</p> |
---|
579 | </td> |
---|
580 | </tr> |
---|
581 | </table> |
---|
582 | <p style="margin-top: 0; margin-bottom: 0"> </p> |
---|
583 | <table border="0" cellpadding="0" style="border-collapse: collapse" width="100%"> |
---|
584 | <tr> |
---|
585 | <td width="26" valign="top"> |
---|
586 | <p style="margin-bottom: 0; margin-top:0"><b><font color="#0000FF"> |
---|
587 | <a name="lmilabalready"></a>Q:</font></b></td> |
---|
588 | <td> |
---|
589 | <p style="margin-bottom: 0; margin-top:0"><b>I already have |
---|
590 | <a href="solvers.htm#lmilab">LMILAB</a> and <a href="solvers.htm#linprog">LINPROG</a> |
---|
591 | installed, do I need any other solver?</b></td> |
---|
592 | </tr> |
---|
593 | <tr> |
---|
594 | <td width="26" valign="top"> |
---|
595 | <p style="margin-bottom: 0; margin-top:0"><font color="#0000FF"><b>A</b></font><b><font color="#0000FF">:</font></b></td> |
---|
596 | <td> |
---|
597 | <p style="margin-bottom: 0; margin-top:0">Yes, at-least if you intend to |
---|
598 | solve anything but a few small problems. See next issue.</p> |
---|
599 | </td> |
---|
600 | </tr> |
---|
601 | </table> |
---|
602 | <p style="margin-bottom: 0; margin-top:0"> </p> |
---|
603 | <table border="0" cellpadding="0" style="border-collapse: collapse" width="100%"> |
---|
604 | <tr> |
---|
605 | <td width="26" valign="top"> |
---|
606 | <p style="margin-bottom: 0; margin-top:0"><b><font color="#0000FF"> |
---|
607 | <a name="lmilabslow"></a>Q:</font></b></td> |
---|
608 | <td> |
---|
609 | <p style="margin-bottom: 0; margin-top:0"><b><a href="solvers.htm#lmilab">LMILAB</a> |
---|
610 | is slower when I use it with YALMIP</b></td> |
---|
611 | </tr> |
---|
612 | <tr> |
---|
613 | <td width="26" valign="top"> |
---|
614 | <p style="margin-bottom: 0; margin-top:0"><font color="#0000FF"><b>A</b></font><b><font color="#0000FF">:</font></b></td> |
---|
615 | <td> |
---|
616 | <p style="margin-bottom: 0; margin-top:0">Yes. YALMIP, and all other |
---|
617 | supported solvers, works with a completely general SDP formulation in |
---|
618 | contrast to <a href="solvers.htm#lmilab">LMILAB</a> that requires the |
---|
619 | problem structure to be explicitely described by the user for speed (in |
---|
620 | particular for control related problems). Rule of |
---|
621 | thumb : <font color="#FF0000">Do not use LMILAB with YALMIP</font>. If you |
---|
622 | have made the effort to download YALMIP, take 5 more minutes and install a |
---|
623 | more efficient and general solver. Future versions of YALMIP may resolve |
---|
624 | this issue. Constraints defined using the <a href="kyp.htm">KYP</a> operator |
---|
625 | is efficiently handled in some cases already.</p> |
---|
626 | </td> |
---|
627 | </tr> |
---|
628 | </table> |
---|
629 | <p style="margin-bottom: 0; margin-top:0"> </p> |
---|
630 | <table border="0" cellpadding="0" style="border-collapse: collapse" width="100%"> |
---|
631 | <tr> |
---|
632 | <td width="26" valign="top"> |
---|
633 | <p style="margin-bottom: 0; margin-top:0"><b><font color="#0000FF"> |
---|
634 | <a name="cddhangs"></a>Q:</font></b></td> |
---|
635 | <td> |
---|
636 | <p style="margin-bottom: 0; margin-top:0"><b><a href="solvers.htm#penbmi"> |
---|
637 | CDD</a> hangs</b></td> |
---|
638 | </tr> |
---|
639 | <tr> |
---|
640 | <td width="26" valign="top"> |
---|
641 | <p style="margin-bottom: 0; margin-top:0"><font color="#0000FF"><b>A</b></font><b><font color="#0000FF">:</font></b></td> |
---|
642 | <td> |
---|
643 | <p style="margin-bottom: 0; margin-top:0">Try |
---|
644 | <code>sdpsettings('cdd.method','dual-simplex')</code></p> |
---|
645 | </td> |
---|
646 | </tr> |
---|
647 | </table> |
---|
648 | <p style="margin-bottom: 0; margin-top:0"> </p> |
---|
649 | <table border="0" cellpadding="0" style="border-collapse: collapse" width="100%" id="table2"> |
---|
650 | <tr> |
---|
651 | <td width="26" valign="top"> |
---|
652 | <p style="margin-bottom: 0; margin-top:0"><b><font color="#0000FF"> |
---|
653 | <a name="fminconcrashes"></a>Q:</font></b></td> |
---|
654 | <td> |
---|
655 | <p style="margin-bottom: 0; margin-top:0"><b><a href="solvers.htm#fmincon"> |
---|
656 | fmincon</a> crashes</b></td> |
---|
657 | </tr> |
---|
658 | <tr> |
---|
659 | <td width="26" valign="top"> |
---|
660 | <p style="margin-bottom: 0; margin-top:0"><font color="#0000FF"><b>A</b></font><b><font color="#0000FF">:</font></b></td> |
---|
661 | <td> |
---|
662 | <p style="margin-bottom: 0; margin-top:0">Do you have <a href="solvers.htm#mosek">MOSEK</a> |
---|
663 | installed? This can cause problems due to an inconsistency between MATLABs |
---|
664 | and <a href="solvers.htm#mosek">MOSEKs</a> implementation of the file |
---|
665 | optimget.m. Remove <a href="solvers.htm#mosek">MOSEK</a> |
---|
666 | from your path.</p> |
---|
667 | </td> |
---|
668 | </tr> |
---|
669 | </table> |
---|
670 | <p style="margin-bottom: 0; margin-top:0"> </p> |
---|
671 | <table border="0" cellpadding="0" style="border-collapse: collapse" width="100%" id="table4"> |
---|
672 | <tr> |
---|
673 | <td width="26" valign="top"> |
---|
674 | <p style="margin-bottom: 0; margin-top:0"><b><font color="#0000FF"> |
---|
675 | <a name="maxdetcrashes"></a>Q:</font></b></td> |
---|
676 | <td> |
---|
677 | <p style="margin-bottom: 0; margin-top:0"><b><a href="solvers.htm#maxdet"> |
---|
678 | MAXDET</a> fails</b></td> |
---|
679 | </tr> |
---|
680 | <tr> |
---|
681 | <td width="26" valign="top"> |
---|
682 | <p style="margin-bottom: 0; margin-top:0"><font color="#0000FF"><b>A</b></font><b><font color="#0000FF">:</font></b></td> |
---|
683 | <td> |
---|
684 | <p style="margin-bottom: 0; margin-top:0"><a href="solvers.htm#maxdet"> |
---|
685 | MAXDET</a> seems to be sensitive to unbounded feasible regions and |
---|
686 | unconstrained variables. Try to add redundant bound constraints on all your |
---|
687 | variables.</p> |
---|
688 | </td> |
---|
689 | </tr> |
---|
690 | </table> |
---|
691 | <p style="margin-bottom: 0; margin-top:0"> </p> |
---|
692 | <table border="0" cellpadding="0" style="border-collapse: collapse" width="100%"> |
---|
693 | <tr> |
---|
694 | <td width="26" valign="top"> |
---|
695 | <p style="margin-bottom: 0; margin-top:0"><b><font color="#0000FF"> |
---|
696 | <a name="xpress"></a>Q:</font></b></td> |
---|
697 | <td> |
---|
698 | <p style="margin-bottom: 0; margin-top:0"><b><a href="solvers.htm#xpress"> |
---|
699 | XPRESS</a> performs badly, claims infeasibility etc.</a></b></td> |
---|
700 | </tr> |
---|
701 | <tr> |
---|
702 | <td width="26" valign="top"> |
---|
703 | <p style="margin-bottom: 0; margin-top:0"><font color="#0000FF"><b>A</b></font><b><font color="#0000FF">:</font></b></td> |
---|
704 | <td> |
---|
705 | <p style="margin-bottom: 0; margin-top:0">Adding bounds on the involved |
---|
706 | variables solves this issue in many cases.</p> |
---|
707 | </td> |
---|
708 | </tr> |
---|
709 | </table> |
---|
710 | <p style="margin-bottom: 0; margin-top:0"> </p> |
---|
711 | <table border="0" cellpadding="0" style="border-collapse: collapse" width="100%"> |
---|
712 | <tr> |
---|
713 | <td width="26" valign="top"> |
---|
714 | <p style="margin-bottom: 0; margin-top:0"><b><font color="#0000FF"> |
---|
715 | <a name="selectsolver"></a>Q:</font></b></td> |
---|
716 | <td> |
---|
717 | <p style="margin-bottom: 0; margin-top:0"><b>There are so many solvers, which |
---|
718 | one should I use?</b></td> |
---|
719 | </tr> |
---|
720 | <tr> |
---|
721 | <td width="26" valign="top"> |
---|
722 | <p style="margin-bottom: 0; margin-top:0"><font color="#0000FF"><b>A</b></font><b><font color="#0000FF">:</font></b></td> |
---|
723 | <td> |
---|
724 | <p style="margin-bottom: 0; margin-top:0"> <a href="solvers.htm#sedumi">SeDuMi</a> |
---|
725 | and |
---|
726 | <a href="solvers.htm#sdpt3">SDPT3</a> are good general purpose SDP |
---|
727 | solvers (not necessarily the |
---|
728 | best solvers though), efficient also on LP and SOCP problems and reasonably |
---|
729 | efficient on small QP problems. Hans D. Mittelmanns |
---|
730 | <a target="_blank" href="http://www.optimization-online.org/DB_HTML/2001/07/358.html">benchmark</a> might be helpful. |
---|
731 | If you mainly solve LPs, make sure to try the free solvers |
---|
732 | <a href="solvers.htm#glpk">GLPK</a>, |
---|
733 | <a href="solvers.htm#qsopt">QSOPT</a>, |
---|
734 | <a href="solvers.htm#clp">CLP</a> and |
---|
735 | <a href="solvers.htm#cdd">CDD</a></td> |
---|
736 | </tr> |
---|
737 | </table> |
---|
738 | <p style="margin-top: 0; margin-bottom: 0"> </p> |
---|
739 | <table border="0" cellpadding="0" style="border-collapse: collapse" width="100%"> |
---|
740 | <tr> |
---|
741 | <td width="26" valign="top"> |
---|
742 | <p style="margin-bottom: 0; margin-top:0"><b><font color="#0000FF"> |
---|
743 | <a name="infeasible"></a>Q:</font></b></td> |
---|
744 | <td> |
---|
745 | <p style="margin-bottom: 0; margin-top:0"><b>The solution I get in an SDP is not |
---|
746 | feasible but has eigenvalues around, say, -1e-6.</b></td> |
---|
747 | </tr> |
---|
748 | <tr> |
---|
749 | <td width="26" valign="top"> |
---|
750 | <p style="margin-bottom: 0; margin-top:0"><font color="#0000FF"><b>A</b></font><b><font color="#0000FF">:</font></b></td> |
---|
751 | <td> |
---|
752 | <p style="margin-bottom: 0; margin-top:0">Most solvers actually use |
---|
753 | infeasible/exterior algorithms, so slightly infeasible |
---|
754 | solutions are common.</p> |
---|
755 | </td> |
---|
756 | </tr> |
---|
757 | </table> |
---|
758 | <p style="margin-top: 0; margin-bottom: 0"> </p> |
---|
759 | <table border="0" cellpadding="0" style="border-collapse: collapse" width="100%"> |
---|
760 | <tr> |
---|
761 | <td width="26" valign="top"> |
---|
762 | <p style="margin-bottom: 0; margin-top:0"><b><font color="#0000FF"> |
---|
763 | <a name="bmi"></a>Q:</font></b></td> |
---|
764 | <td> |
---|
765 | <p style="margin-bottom: 0; margin-top:0"><b>Can I solve BMIs without |
---|
766 | <a href="solvers.htm#penbmi">PENBMI</a>?</b></td> |
---|
767 | </tr> |
---|
768 | <tr> |
---|
769 | <td width="26" valign="top"> |
---|
770 | <p style="margin-bottom: 0; margin-top:0"><font color="#0000FF"><b>A</b></font><b><font color="#0000FF">:</font></b></td> |
---|
771 | <td> |
---|
772 | <p style="margin-bottom: 0; margin-top:0">The BMI-examples in |
---|
773 | <a href="reference.htm#yalmipdemo">yalmipdemo</a> show some alternative |
---|
774 | ways to code your own solver rather easily, but for performance and |
---|
775 | robustness, |
---|
776 | <a href="solvers.htm#penbmi">PENBMI</a> is highly recommended.</p> |
---|
777 | </td> |
---|
778 | </tr> |
---|
779 | </table> |
---|
780 | <p style="margin-bottom: 0; margin-top:0"> </p> |
---|
781 | <hr noShade SIZE="1" color="#FF0000"> |
---|
782 | <p style="margin-top: 0; margin-bottom: 0"> </p> |
---|
783 | <table border="0" cellpadding="0" style="border-collapse: collapse" width="100%"> |
---|
784 | <tr> |
---|
785 | <td width="26" valign="top"> |
---|
786 | <p style="margin-bottom: 0; margin-top:0"><b><font color="#0000FF"> |
---|
787 | <a name="typical"></a>Q:</font></b></td> |
---|
788 | <td> |
---|
789 | <p style="margin-bottom: 0; margin-top:0"><b>My solution is not what I |
---|
790 | expected.</b></td> |
---|
791 | </tr> |
---|
792 | <tr> |
---|
793 | <td width="26" valign="top"> |
---|
794 | <p style="margin-bottom: 0; margin-top:0"><font color="#0000FF"><b>A</b></font><b><font color="#0000FF">:</font></b></td> |
---|
795 | <td> |
---|
796 | <p style="margin-bottom: 0; margin-top:0">Is your problem what you expected? |
---|
797 | Use the command checkset to see that you actually have the constraints that |
---|
798 | you meant to declare (does it say matrix inequality or element-wise |
---|
799 | inequality etc). </p> |
---|
800 | <p style="margin-bottom: 0; margin-top:0"> </p> |
---|
801 | <p style="margin-bottom: 0; margin-top:0">Are your variables really what you |
---|
802 | meant to declare (display them to see if they are symmetric, Hermitian, |
---|
803 | full, etc.). </p> |
---|
804 | <p style="margin-bottom: 0; margin-top:0"> </p> |
---|
805 | <p style="margin-bottom: 0; margin-top:0">Most common error is that you have |
---|
806 | declared a square matrix but accidentally forgotten to declare it as full |
---|
807 | and obtained a symmetric matrix instead (square matrices are full by |
---|
808 | default!)</p></td> |
---|
809 | </tr> |
---|
810 | </table> |
---|
811 | <p style="margin-top: 0; margin-bottom: 0"> </p> |
---|
812 | <table border="0" cellpadding="0" style="border-collapse: collapse" width="100%" id="table15"> |
---|
813 | <tr> |
---|
814 | <td width="26" valign="top"> |
---|
815 | <p style="margin-bottom: 0; margin-top:0"><b><font color="#0000FF"> |
---|
816 | <a name="typeset"></a>Q:</font></b></td> |
---|
817 | <td> |
---|
818 | <p style="margin-bottom: 0; margin-top:0"><b>Typing <code>help set</code> gives |
---|
819 | me no information on the YALMIP function <code>set</code>.</b></td> |
---|
820 | </tr> |
---|
821 | <tr> |
---|
822 | <td width="26" valign="top"> |
---|
823 | <p style="margin-bottom: 0; margin-top:0"><font color="#0000FF"><b>A</b></font><b><font color="#0000FF">:</font></b></td> |
---|
824 | <td> |
---|
825 | <p style="margin-bottom: 0; margin-top:0">Yep, a bit tricky since <code>set</code> also is a built-in |
---|
826 | function. Type <code>help sdpvar/set</code> and you will find what you are |
---|
827 | looking for.</p></td> |
---|
828 | </tr> |
---|
829 | </table> |
---|
830 | <p style="margin-top: 0; margin-bottom: 0"> </p> |
---|
831 | <table border="0" cellpadding="0" style="border-collapse: collapse" width="100%"> |
---|
832 | <tr> |
---|
833 | <td width="26" valign="top"> |
---|
834 | <p style="margin-bottom: 0; margin-top:0"><b><font color="#0000FF"> |
---|
835 | <a name="setclass"></a>Q:</font></b></td> |
---|
836 | <td> |
---|
837 | <p style="margin-bottom: 0; margin-top:0"><b>Is there really a <code>set</code> class?</b></td> |
---|
838 | </tr> |
---|
839 | <tr> |
---|
840 | <td width="26" valign="top"> |
---|
841 | <p style="margin-bottom: 0; margin-top:0"><font color="#0000FF"><b>A</b></font><b><font color="#0000FF">:</font></b></td> |
---|
842 | <td> |
---|
843 | <p style="margin-bottom: 0; margin-top:0">No...<code>set</code> is only a wrapper to |
---|
844 | call the old class <code>lmi</code>. To much work to re-write all code |
---|
845 | just for a name change.</p> |
---|
846 | </td> |
---|
847 | </tr> |
---|
848 | </table> |
---|
849 | <p style="margin-bottom: 0; margin-top:0"> </p> |
---|
850 | <table border="0" cellpadding="0" style="border-collapse: collapse" width="100%"> |
---|
851 | <tr> |
---|
852 | <td width="26" valign="top"> |
---|
853 | <p style="margin-bottom: 0; margin-top:0"><b><font color="#0000FF"> |
---|
854 | <a name="normalset"></a>Q:</font></b></td> |
---|
855 | <td> |
---|
856 | <p style="margin-bottom: 0; margin-top:0"><b>Is <code>set</code> related to |
---|
857 | the "normal" set command in MATLAB</b></td> |
---|
858 | </tr> |
---|
859 | <tr> |
---|
860 | <td width="26" valign="top"> |
---|
861 | <p style="margin-bottom: 0; margin-top:0"><font color="#0000FF"><b>A</b></font><b><font color="#0000FF">:</font></b></td> |
---|
862 | <td> |
---|
863 | <p style="margin-bottom: 0; margin-top:0">No... The name <code>set</code> |
---|
864 | was selected since it is short. An alternative would be to define |
---|
865 | constraints, or feasible sets, using a command named, e.g., <code> |
---|
866 | constraint</code>. However, my keyboard typing speed is too slow to |
---|
867 | allow for such a long command name. In my opinion, the name <code>set</code> |
---|
868 | is at-least better than the old name <code>lmi</code>.</p> |
---|
869 | </td> |
---|
870 | </tr> |
---|
871 | </table> |
---|
872 | <p style="margin-bottom: 0; margin-top:0"> </p> |
---|
873 | <table border="0" cellpadding="0" style="border-collapse: collapse" width="100%"> |
---|
874 | <tr> |
---|
875 | <td width="26" valign="top"> |
---|
876 | <p style="margin-bottom: 0; margin-top:0"><b><font color="#0000FF"> |
---|
877 | <a name="lmielement"></a>Q:</font></b></td> |
---|
878 | <td> |
---|
879 | <p style="margin-bottom: 0; margin-top:0"><b>I define a |
---|
880 | semidefinite constraint, but YALMIP declares it "element-wise".</b></td> |
---|
881 | </tr> |
---|
882 | <tr> |
---|
883 | <td width="26" valign="top"> |
---|
884 | <p style="margin-bottom: 0; margin-top:0"><font color="#0000FF"><b>A</b></font><b><font color="#0000FF">:</font></b></td> |
---|
885 | <td> |
---|
886 | <p style="margin-bottom: 0; margin-top:0">YALMIP detects semidefinite |
---|
887 | constraints by checking symmetry. In some cases (working with very |
---|
888 | ill-conditioned data), numerical problems may lead to a small violation |
---|
889 | of symmetry in MATLAB, and YALMIP will declare the constraint as |
---|
890 | element-wise. To solve this problem, just symmetrize your variable |
---|
891 | first.</p> |
---|
892 | </td> |
---|
893 | </tr> |
---|
894 | </table> |
---|
895 | <p style="margin-bottom: 0; margin-top:0"> </p> |
---|
896 | <table border="0" cellpadding="0" style="border-collapse: collapse" width="100%"> |
---|
897 | <tr> |
---|
898 | <td width="26" valign="top"> |
---|
899 | <p style="margin-bottom: 0; margin-top:0"><b><font color="#0000FF"> |
---|
900 | <a name="reallystrict"></a>Q:</font></b></td> |
---|
901 | <td> |
---|
902 | <p style="margin-bottom: 0; margin-top:0"><b>Are inequalities really |
---|
903 | strict?</b></td> |
---|
904 | </tr> |
---|
905 | <tr> |
---|
906 | <td width="26" valign="top"> |
---|
907 | <p style="margin-bottom: 0; margin-top:0"><font color="#0000FF"><b>A</b></font><b><font color="#0000FF">:</font></b></td> |
---|
908 | <td> |
---|
909 | <p style="margin-bottom: 0; margin-top:0">By default, strict (<,>) and |
---|
910 | non-strict (<=,>=) inequalities are treated in the same way in YALMIP, |
---|
911 | and the result depends on the solver. However, by using the field <code> |
---|
912 | shift</code> in <a href="reference.htm#sdpsettings">sdpsetttings</a>, |
---|
913 | inequalities defined using < and > will be treated slightly different. |
---|
914 | YALMIP will add a small perturbation to these inequalities to |
---|
915 | increase the likelihood of a strictly feasible solution. Warning : If you |
---|
916 | have an integer variable, and add a constraint <code>set(x<2)</code>, this will not be interpreted as <code>set(x<=1)</code> |
---|
917 | . To avoid confusion, use <code>set(x<=1)</code>. The same holds for rank constraints <code>set(rank(x)<2)<n)</code>.</code></td> |
---|
918 | </tr> |
---|
919 | </table> |
---|
920 | <p style="margin-bottom: 0; margin-top:0"> </p> |
---|
921 | <table border="0" cellpadding="0" style="border-collapse: collapse" width="100%" id="table5"> |
---|
922 | <tr> |
---|
923 | <td width="26" valign="top"> |
---|
924 | <p style="margin-bottom: 0; margin-top:0"><b><font color="#0000FF"> |
---|
925 | <a name="gevp"></a>Q:</font></b></td> |
---|
926 | <td> |
---|
927 | <p style="margin-bottom: 0; margin-top:0"><b>How do I solve generalized |
---|
928 | eigenvalue problems (like <code>gevp</code> in <a href="solvers.htm#lmilab">LMILAB</a>)?</b></td> |
---|
929 | </tr> |
---|
930 | <tr> |
---|
931 | <td width="26" valign="top"> |
---|
932 | <p style="margin-bottom: 0; margin-top:0"><font color="#0000FF"><b>A</b></font><b><font color="#0000FF">:</font></b></td> |
---|
933 | <td> |
---|
934 | <p style="margin-bottom: 0; margin-top:0">Two options. The first one is to code your own |
---|
935 | script based on a simple bisection. This is illustrated in |
---|
936 | the example <code>decayex.m</code>. An alternative is to install the BMI solver |
---|
937 | <a href="solvers.htm#penbmi">PENBMI</a>. This solver solves GEVP problems |
---|
938 | globally.</p> |
---|
939 | </td> |
---|
940 | </tr> |
---|
941 | </table> |
---|
942 | |
---|
943 | |
---|
944 | <p style="margin-top: 0; margin-bottom: 0"> </p> |
---|
945 | <table border="0" cellpadding="0" style="border-collapse: collapse" width="100%" id="table6"> |
---|
946 | <tr> |
---|
947 | <td width="26" valign="top"> |
---|
948 | <p style="margin-bottom: 0; margin-top:0"><b><font color="#0000FF"> |
---|
949 | <a name="gpconvex"></a>Q:</font></b></td> |
---|
950 | <td> |
---|
951 | <p style="margin-bottom: 0; margin-top:0"><b>I get strange |
---|
952 | results when I use the option <code>'removeequalities'</code></b></td> |
---|
953 | </tr> |
---|
954 | <tr> |
---|
955 | <td width="26" valign="top"> |
---|
956 | <p style="margin-bottom: 0; margin-top:0"><font color="#0000FF"><b>A</b></font><b><font color="#0000FF">:</font></b></td> |
---|
957 | <td> |
---|
958 | <p style="margin-bottom: 0; margin-top:0">When equality constraints are |
---|
959 | removed by YALMIP by deriving a reduced basis (<code>'removeequalities'</code> set to <b>1</b> or <b>2</b>) dual variables will not be recovered. This may |
---|
960 | lead to further complications in some cases. If you are solving a problem |
---|
961 | that you have derived by using the function <a href="reference.htm#dualize">dualize</a>, you original variables |
---|
962 | will not be computed, since they are computed from the missing duals. |
---|
963 | Another case is when you solve a linearly parameterized sum of squares problem using |
---|
964 | a kernel model (<code>'sos.model'</code> set to <b>0</b> or <b>1</b>). The |
---|
965 | parameterization variables are computed from the dual variables, hence failure will |
---|
966 | occur. To summarize, do not use the option <code>'removeequalities'</code> in sum-of-squares </b> |
---|
967 | problems or dualized problems, unless you really now what you are doing.</p> |
---|
968 | </td> |
---|
969 | </tr> |
---|
970 | </table> |
---|
971 | |
---|
972 | |
---|
973 | <p style="margin-top: 0; margin-bottom: 0"> </p> |
---|
974 | <table border="0" cellpadding="0" style="border-collapse: collapse" width="100%" id="table7"> |
---|
975 | <tr> |
---|
976 | <td width="26" valign="top"> |
---|
977 | <p style="margin-bottom: 0; margin-top:0"><b><font color="#0000FF"> |
---|
978 | <a name="convexity"></a>Q:</font></b></td> |
---|
979 | <td> |
---|
980 | <p style="margin-bottom: 0; margin-top:0"><b>YALMIP complains about |
---|
981 | failing in convexity propagation</b></td> |
---|
982 | </tr> |
---|
983 | <tr> |
---|
984 | <td width="26" valign="top"> |
---|
985 | <p style="margin-bottom: 0; margin-top:0"><font color="#0000FF"><b>A</b></font><b><font color="#0000FF">:</font></b></td> |
---|
986 | <td> |
---|
987 | <p style="margin-bottom: 0; margin-top:0">This means that you have used so |
---|
988 | called <a href="extoperators.htm">nonlinear operators</a> to model your |
---|
989 | problem, and most likely you have defined a problem which cannot be |
---|
990 | represented using standard convex constraints. If you know that your model |
---|
991 | is convex, try to model the nonlinear terms by hand to see if you actually are |
---|
992 | correct (the convexity analysis is conservative, although in most cases |
---|
993 | failure in the convexity propagation is due to actual nonconvexity.</p> |
---|
994 | </td> |
---|
995 | </tr> |
---|
996 | </table> |
---|
997 | |
---|
998 | |
---|
999 | <p style="margin-top: 0; margin-bottom: 0"> </p> |
---|
1000 | <table border="0" cellpadding="0" style="border-collapse: collapse" width="100%"> |
---|
1001 | <tr> |
---|
1002 | <td width="26" valign="top"> |
---|
1003 | <p style="margin-bottom: 0; margin-top:0"><b><font color="#0000FF"> |
---|
1004 | <a name="removeequalities"></a>Q:</font></b></td> |
---|
1005 | <td> |
---|
1006 | <p style="margin-bottom: 0; margin-top:0"><b>I have problems solving a |
---|
1007 | geometric program.</b></td> |
---|
1008 | </tr> |
---|
1009 | <tr> |
---|
1010 | <td width="26" valign="top"> |
---|
1011 | <p style="margin-bottom: 0; margin-top:0"><font color="#0000FF"><b>A</b></font><b><font color="#0000FF">:</font></b></td> |
---|
1012 | <td> |
---|
1013 | <p style="margin-bottom: 0; margin-top:0">To begin with, you need a solver |
---|
1014 | that can solve geometric programs (YALMIP currently supports |
---|
1015 | <a href="solvers.htm#gpposy">GPPOSY</a>, |
---|
1016 | <a href="solvers.htm#mosek">Mosek</a> and <a href="solvers.htm#fmincon"> |
---|
1017 | fmincon</a>). If you still have problems, the reason may be that YALMIP |
---|
1018 | converts convex quadratic constraints to seconds order constraints. This |
---|
1019 | should not be done in geometric programs (it is a known bug). To avoid this, |
---|
1020 | set the option <code>'convertconvexquad'</code> to |
---|
1021 | 0. Another reason is that runs into problem during the expansion of |
---|
1022 | <a href="extoperators.htm">nonlinear operators</a>. To avoid this issue, explicitly |
---|
1023 | tell YALMIP that the |
---|
1024 | problem is a geometric problem by specifying the solver to <code>'gpposy'</code>, <code>'mosek-geometric'</code> |
---|
1025 | or <code>'fmincon-geometric'</code>.</p> |
---|
1026 | </td> |
---|
1027 | </tr> |
---|
1028 | </table> |
---|
1029 | |
---|
1030 | |
---|
1031 | <p style="margin-top: 0; margin-bottom: 0"> </p> |
---|
1032 | |
---|
1033 | |
---|
1034 | <hr noShade SIZE="1" color="#FF0000"> |
---|
1035 | <table border="0" cellpadding="0" style="border-collapse: collapse" width="100%" id="table11"> |
---|
1036 | <tr> |
---|
1037 | <td width="26" valign="top"> |
---|
1038 | <p style="margin-bottom: 0; margin-top:0"><b><font color="#0000FF"> |
---|
1039 | <a name="subasgn"></a>Q:</font></b></td> |
---|
1040 | <td> |
---|
1041 | <p style="margin-bottom: 0; margin-top:0"><b>I can not write <code>X = |
---|
1042 | eye(2); X(1,1)=sdpvar(1,1)</code>!</b></td> |
---|
1043 | </tr> |
---|
1044 | <tr> |
---|
1045 | <td width="26" valign="top"> |
---|
1046 | <p style="margin-bottom: 0; margin-top:0"><font color="#0000FF"><b>A</b></font><b><font color="#0000FF">:</font></b></td> |
---|
1047 | <td> |
---|
1048 | <p style="margin-bottom: 0; margin-top:0">This is because of the way the |
---|
1049 | object orientation works in MATLAB. There is currently no way to support |
---|
1050 | this feature (without overloading the @double class, which can cause |
---|
1051 | instability.)</p> |
---|
1052 | </td> |
---|
1053 | </tr> |
---|
1054 | </table> |
---|
1055 | |
---|
1056 | |
---|
1057 | <p style="margin-top: 0; margin-bottom: 0"> </p> |
---|
1058 | <table border="0" cellpadding="0" style="border-collapse: collapse" width="100%" id="table10"> |
---|
1059 | <tr> |
---|
1060 | <td width="26" valign="top"> |
---|
1061 | <p style="margin-bottom: 0; margin-top:0"><b><font color="#0000FF"> |
---|
1062 | <a name="vectorquadratic"></a>Q:</font></b></td> |
---|
1063 | <td> |
---|
1064 | <p style="margin-bottom: 0; margin-top:0"><b>Vector-valued quadratic constraints</b></td> |
---|
1065 | </tr> |
---|
1066 | <tr> |
---|
1067 | <td width="26" valign="top"> |
---|
1068 | <p style="margin-bottom: 0; margin-top:0"><font color="#0000FF"><b>A</b></font><b><font color="#0000FF">:</font></b></td> |
---|
1069 | <td> |
---|
1070 | <p style="margin-bottom: 0; margin-top:0">If you have vector-valued |
---|
1071 | quadratic constraints with mixed convexity and concavity, things may |
---|
1072 | fail. To avoid problems, use the options <code>sdpsettings('convertconvexquad',0)</code>, |
---|
1073 | or simply do not use a vectorized constraint. Turning off the automatic |
---|
1074 | conversion of convex quadratic constraints to second order cones is |
---|
1075 | typically recommended if you know that you will not solve the problem using a |
---|
1076 | semidefinite solver.</td> |
---|
1077 | </tr> |
---|
1078 | </table> |
---|
1079 | <p style="margin-top: 0; margin-bottom: 0"> </p> |
---|
1080 | <table border="0" cellpadding="0" style="border-collapse: collapse" width="100%" id="table12"> |
---|
1081 | <tr> |
---|
1082 | <td width="26" valign="top"> |
---|
1083 | <p style="margin-bottom: 0; margin-top:0"><b><font color="#0000FF"> |
---|
1084 | <a name="implies"></a>Q:</font></b></td> |
---|
1085 | <td> |
---|
1086 | <p style="margin-bottom: 0; margin-top:0"><b>Using <code>implies</code> on set objects</b></td> |
---|
1087 | </tr> |
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1088 | <tr> |
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1089 | <td width="26" valign="top"> |
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1090 | <p style="margin-bottom: 0; margin-top:0"><font color="#0000FF"><b>A</b></font><b><font color="#0000FF">:</font></b></td> |
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1091 | <td> |
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1092 | <p style="margin-bottom: 0; margin-top:0">Using the logical constraint |
---|
1093 | <code>implies</code> with the first argument being a constraint is currently causing problems in some cases, |
---|
1094 | and should thus be avoided.</td> |
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1095 | </tr> |
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1096 | </table> |
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1097 | <p style="margin-top: 0; margin-bottom: 0"> </p> |
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1098 | <table border="0" cellpadding="0" style="border-collapse: collapse" width="100%" id="table14"> |
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1099 | <tr> |
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1100 | <td width="26" valign="top"> |
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1101 | <p style="margin-bottom: 0; margin-top:0"><b><font color="#0000FF"> |
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1102 | <a name="constructbug"></a>Q:</font></b></td> |
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1103 | <td> |
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1104 | <p style="margin-bottom: 0; margin-top:0"><b>Sometimes MATLAB fails to |
---|
1105 | declare an SDPVAR object named i or j inside a function</b></td> |
---|
1106 | </tr> |
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1107 | <tr> |
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1108 | <td width="26" valign="top"> |
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1109 | <p style="margin-bottom: 0; margin-top:0"><font color="#0000FF"><b>A</b></font><b><font color="#0000FF">:</font></b></td> |
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1110 | <td> |
---|
1111 | <p style="margin-bottom: 0; margin-top:0">This is one of the weirdest |
---|
1112 | bugs in MATLAB I have come across. If you define your own class (such as |
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1113 | SDPVAR) and use the constructor inside of a function body and assign the |
---|
1114 | name i or j to the object, MATLAB fails to perform the definition, and i |
---|
1115 | or j remains to point to the imaginary number. The bug has been reported |
---|
1116 | and been acknowledged by The Mathworks. If you stumble upon this problem |
---|
1117 | (very rare), just change the variable name.</td> |
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1118 | </tr> |
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1119 | </table> |
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1120 | |
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1121 | |
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1122 | <hr noShade SIZE="1" color="#FF0000"> |
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1123 | <p style="margin-top: 0; margin-bottom: 0"> </p> |
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1124 | <table border="0" cellpadding="0" style="border-collapse: collapse" width="100%"> |
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1125 | <tr> |
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1126 | <td width="26" valign="top"> |
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1127 | <p style="margin-bottom: 0; margin-top:0"><b><font color="#0000FF"> |
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1128 | <a name="foundbug"></a>Q:</font></b></td> |
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1129 | <td> |
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1130 | <p style="margin-bottom: 0; margin-top:0"><b>I have found a bug. What to do?</b></td> |
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1131 | </tr> |
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1132 | <tr> |
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1133 | <td width="26" valign="top"> |
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1134 | <p style="margin-bottom: 0; margin-top:0"><font color="#0000FF"><b>A</b></font><b><font color="#0000FF">:</font></b></td> |
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1135 | <td> |
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1136 | <p style="margin-bottom: 0; margin-top:0">Send a mail to <a href="mailto:loefberg@control.ee.ethz.ch"> |
---|
1137 | loefberg@control.ee.ethz.ch</a>. Type <code>ver</code> in MATLAB and include |
---|
1138 | the result in the mail. If possible, include the code (as simple as |
---|
1139 | possible) that generated the fault, otherwise, include at-least the error |
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1140 | message etc. The more information the better.</p> |
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1141 | </td> |
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1142 | </tr> |
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1143 | </table> |
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1144 | <p style="margin-bottom: 0; margin-top:0"> </p> |
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1145 | <table border="0" cellpadding="0" style="border-collapse: collapse" width="100%"> |
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1146 | <tr> |
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1147 | <td width="26" valign="top"> |
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1148 | <p style="margin-bottom: 0; margin-top:0"><b><font color="#0000FF"> |
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1149 | <a name="feature"></a>Q:</font></b></td> |
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1150 | <td> |
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1151 | <p style="margin-bottom: 0; margin-top:0"><b>I have an idea for a new feature. |
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1152 | What to do?</b></td> |
---|
1153 | </tr> |
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1154 | <tr> |
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1155 | <td width="26" valign="top"> |
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1156 | <p style="margin-bottom: 0; margin-top:0"><font color="#0000FF"><b>A</b></font><b><font color="#0000FF">:</font></b></td> |
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1157 | <td> |
---|
1158 | <p style="margin-bottom: 0; margin-top:0">Send a mail to <a href="mailto:loefberg@control.ee.ethz.ch"> |
---|
1159 | loefberg@control.ee.ethz.ch</a>. However, I only add new features when I |
---|
1160 | need them my self, but if your idea is good enough, I might realize that I |
---|
1161 | need it!</td> |
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1162 | </tr> |
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1163 | </table> |
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1164 | <p style="margin-bottom: 0; margin-top:0"> </p> |
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1165 | <table border="0" cellpadding="0" style="border-collapse: collapse" width="100%"> |
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1166 | <tr> |
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1167 | <td width="26" valign="top"> |
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1168 | <p style="margin-bottom: 0; margin-top:0"><b><font color="#0000FF"> |
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1169 | <a name="yalmipmeans"></a>Q:</font></b></td> |
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1170 | <td> |
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1171 | <p style="margin-bottom: 0; margin-top:0"><b>What does YALMIP mean?</b></td> |
---|
1172 | </tr> |
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1173 | <tr> |
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1174 | <td width="26" valign="top"> |
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1175 | <p style="margin-bottom: 0; margin-top:0"><font color="#0000FF"><b>A</b></font><b><font color="#0000FF">:</font></b></td> |
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1176 | <td> |
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1177 | <p style="margin-bottom: 0; margin-top:0">Used to be short for Yet |
---|
1178 | Another LMI Parser. However, since YALMIP is much more than a LMI parser |
---|
1179 | now, it does not mean anything. |
---|
1180 | </td> |
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1181 | </tr> |
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1182 | </table> |
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1183 | <p style="margin-top: 0; margin-bottom: 0"> </p> |
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1184 | <p style="margin-top: 0; margin-bottom: 0"> </p> |
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1185 | <p style="margin-top: 0; margin-bottom: 0"> </p> |
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1186 | <p style="margin-top: 0; margin-bottom: 0"> </p> |
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1187 | <p style="margin-top: 0; margin-bottom: 0"> </p> |
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1188 | <p style="margin-top: 0; margin-bottom: 0"> </p> |
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1189 | <p style="margin-top: 0; margin-bottom: 0"> </p> |
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1199 | <p style="margin-top: 0; margin-bottom: 0"> </p> |
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1200 | <p style="margin-top: 0; margin-bottom: 0"> </p> |
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1233 | <p style="margin-top: 0; margin-bottom: 0"> </p> |
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1234 | <p style="margin-top: 0; margin-bottom: 0"> </td> |
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1235 | </tr> |
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1236 | </table> |
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1237 | |
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1238 | </div> |
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1239 | |
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1240 | </body> |
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1241 | |
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1242 | </html> |
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