>> %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% >> % Sample LMI problem >> %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% >> >> load testing/lmi/hinf1 % from Gahinet >> setpars % sets scalefac = 100 >> initvars >> sdp tau = 0.9990, scalefac = 100 iter p_step d_step p_infeas d_infeas X.Z pobj dobj 0 0.000e+00 0.000e+00 4.536e+02 3.742e+02 1.400e+05 0.000e+00 0.000e+00 1 8.702e-01 1.000e+00 5.887e+01 3.553e-15 1.462e+04 -2.311e+00 -1.423e+02 2 9.964e-01 1.000e+00 2.138e-01 5.040e-14 1.881e+02 -8.974e-02 -1.366e+02 3 6.524e-01 9.997e-01 7.431e-02 2.807e-14 1.424e+01 -1.268e-01 -5.962e+00 4 9.296e-01 8.036e-01 5.232e-03 1.974e-14 1.969e+00 -9.935e-01 -2.389e+00 5 6.838e-01 1.000e+00 1.654e-03 2.169e-14 1.164e+00 -1.614e+00 -2.462e+00 6 9.780e-01 9.855e-01 3.633e-05 3.224e-14 2.058e-02 -2.029e+00 -2.043e+00 7 8.210e-01 1.000e+00 6.502e-06 4.463e-14 4.563e-03 -2.032e+00 -2.035e+00 8 7.948e-01 1.000e+00 1.334e-06 8.362e-14 1.583e-03 -2.033e+00 -2.033e+00 9 7.530e-01 1.000e+00 3.291e-07 1.996e-13 9.761e-04 -2.032e+00 -2.033e+00 10 1.465e-02 7.657e-01 3.243e-07 3.405e-13 9.435e-04 -2.032e+00 -2.033e+00 11 1.473e-01 1.567e-01 8.776e-07 3.623e-13 8.924e-04 -2.032e+00 -2.033e+00 12 8.588e-01 8.535e-01 2.237e-07 3.358e-13 1.017e-04 -2.033e+00 -2.033e+00 13 8.159e-01 1.000e+00 2.989e-06 4.530e-13 2.650e-05 -2.033e+00 -2.033e+00 14 5.789e-01 3.171e-01 1.110e-06 5.029e-13 2.717e-05 -2.033e+00 -2.033e+00 15 5.643e-03 5.534e-02 1.107e-06 6.097e-13 3.097e-05 -2.033e+00 -2.033e+00 16 3.933e-01 5.692e-01 7.331e-07 1.436e-12 1.992e-05 -2.033e+00 -2.033e+00 17 4.891e-01 7.193e-01 3.623e-07 8.719e-13 1.067e-05 -2.033e+00 -2.033e+00 18 1.000e+00 1.000e+00 2.734e-07 1.033e-12 8.867e-06 -2.033e+00 -2.033e+00 19 7.159e-01 1.000e+00 1.412e-07 1.974e-12 2.106e-06 -2.033e+00 -2.033e+00 20 1.000e+00 1.000e+00 6.915e-08 2.002e-12 2.749e-08 -2.033e+00 -2.033e+00 21 9.990e-01 9.990e-01 2.089e-07 1.097e-12 3.033e-11 -2.033e+00 -2.033e+00 22 1.000e+00 1.000e+00 2.279e-07 1.079e-12 4.434e-12 -2.033e+00 -2.033e+00 fsdp: stop since limiting accuracy reached. (new X is indefinite, hence rejected) sdp: elapsed time = 3.43612 seconds sdp: elapsed cpu time = 3.36000 seconds sdp: flops = 1.84914e+06 sdp: Number of iterations = 22 sdp: final value of X.Z = 4.434e-12 sdp: final primal infeasibility = 2.279e-07 sdp: final dual infeasibility = 1.079e-12 sdp: primal objective value = -2.0326830740965565e+00 sdp: dual objective value = -2.0326415068447088e+00 >> primalcond(A,blk,X,1.0e-06); % check if primal degenerate primalcond = 1.699e+15 >> dualcond(A,blk,Z,1.0e-06); % check if dual degenerate dualcond = 9.738e+00