LMITOOL: a Package
for LMI Optimization in Scilab
User's Guide

R. Nikoukhah - F. Delebecque. - L. El Ghaoui

Abstract:

This report describes a user-friendly Scilab package, and in particular its two main functions lmisolver and lmitool for solving Linear Matrix Inequalities problems. This package uses Scilab function semidef, an interface to the program Semidefinite Programming SP (Copyright ©1994 by Lieven Vandenberghe and Stephen Boyd) distributed with Scilab.

• Contents
• Purpose
• Function lmisolver
  • Syntax
  • Examples
    • State-feedback with control saturation constraint
    • Control of jump linear systems
    • Descriptor Lyapunov inequalities
    • Mixed Control
    • Descriptor Riccati equations
    • Linear programming with equality constraints
    • Sylvester Equation
• Function LMITOOL
  • Non-interactive mode
    • Syntax
    • Example
  • Interactive mode
    • Syntax
    • Example
• How lmisolver works
• Other versions
• References
• About this document ...