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.

Features:

• 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 YALMIP. (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@anu.edu.au

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