LMIRank: software for rank constrained LMI problems
AUTHOR: Robert Orsi.
RELEASED: Feb 2005.
DOWNLOAD: LMIRank files.
LMIRank is a MATLAB toolbox for solving rank constrained LMI problems.
- Any number of LMI constraints can be specified.
- One or more rank constraints can be specified.
- Efficient handling of linear programming inequality constraints.
- Can be called via
(Here is an example
from the YALMIP manual.)
LMIRank is based on
- R. Orsi, U. Helmke, and J. B. Moore.
A Newton-like method for solving rank constrained linear matrix inequalities.
Automatica, 42(11):1875-1882, 2006. PDF.
Extended version of paper PDF.
Acknowledgement: thanks go to Johan Löfberg for helpful suggestions that
greatly improved functionality.
Feedback is very welcome and should be sent to
Robert Orsi's Home Page