tic n=15; K = randn(n);K = K*K'; t = sdpvar(1,1); P = sdpvar(n,n); bound = sdpvar(n*n,1); s = sdpvar(1,1) lambda = 2; F = lmi(P>0)+lmi(cone(vec(P-K),t))+lmi(bound>P(:))+lmi(P(:)>-bound)+lmi([s t;t 1]>0) toc solvesdp(F,[], s +lambda*sum(bound)) P = double(P); P(1e-4>abs(P))=0