CDD hangs
Try sdpsettings(‘cdd.method’,’dual-simplex’)
CSDP does not work
Do you have CSDP in your operating system path? CSDP executable in MATLAB path is not sufficient.
CSDP runs but crashes
Running MATLAB 6.1 and CSDP 4.6? In that case, edit readsol.m in the CSDP directory and replace all occurrences of && with &. Even better, downlo...
Can I solve BMIs without PENBMI or PENLAB?
Yes. Develop your own heuristic (fix variables, alternating coordinates, trust regions etc). This can easily be done in high-level YALMIP code.
Compiling YALMIP with a solver does not work
When compiling, you need to add some files to your include list. As an example, for sedumi, you have to add the files sedumi.m, ada_pcg.m and install_sedumi....
Declaring an SDPVAR object named i or j inside a function fails
This is one of the weirdest bugs in MATLAB I have come across. If you define your own class (such as SDPVAR) and use the constructor inside of a function bod...
Does YALMIP run in Octave?
Yes (but there are not many solvers available).
How can I run the solver in silent mode (turn off display)
Use the option ‘verbose’ in sdpsettings.
How do I change options or parameters in solvers?
All parameters and options in YALMIP and solvers are dealt with using [sdpsettings]
How do I maximize a function instead of minimize?
YALMIP always assumes minimization. Hence, to maximize, you simply negate your objective function. Note that this will lead to a non-convex objective functio...
How do I solve generalized eigenvalue problems (like gevp in LMILAB)?
Two options. The first one is to code your own script based on a simple bisection. This is illustrated in the decay-rate example. An alternative is to instal...
I already have LMILAB and LINPROG installed, do I need any other solver?
Yes, at least if you intend to solve anything but a few very simple problems.
I can not write X = eye(2); X(1,1)=sdpvar(1,1)!
This is because of the way the object orientation works in MATLAB (a user-class object cannot be assigned into a built-in class object). The prefered pattern...
I define a semidefinite constraint, but YALMIP declares it elementwise
YALMIP detects semidefinite constraints by checking symmetry. Most likely, you have made a mistake and defined a non-symmetric matrix. In some cases (working...
I get NaN in my solution, or YALMIP complains about NaN
[Read more about NaN in models]
I get strange results when I use the option ‘removeequalities
When equality constraints are removed by YALMIP by deriving a reduced basis (‘removeequalities’ set to 1 or 2) dual variables will not be recovered. This may...
I have an idea for a new feature. What to do?
Send a mail to johanl@isy.liu.se. However, I only add new features when I need them my self, but if your idea is good enough, I might realize that I need it!
I have found a bug. What to do?
Start a new thread on the Google groups YALMIP forum, or send a mail to johanl@isy.liu.se. Type ver in MATLAB and include the result in the mail. If possible...
I have problems solving a geometric program
To begin with, you need a solver that can solve geometric programs (YALMIP currently supports [GPPOSY] and MOSEK, FMINCON, IPOPT, and SNOPT by internally per...
I solved a MIP and now I cannot extract the duals!
There is no established general theory for the concept of duals (multipliers, Lagrange variables) in integer programming. Hence, no solver construct or retur...
It is so slow!
As a rule of thumb, the time reported as ‘yalmiptime’ in the output diagnostic should be around fractions of a second for small problems, and typically a fra...
LMILAB is slower when I use it with YALMIP
Don’t use LMILAB!
PENBMI does not work with YALMIP anymore
Version 1.1 and earlier will not work directly anymore. However, this is easily fixed. Edit the file callpenbmim.m (if you use the PENOPT version) or callpen...
PID Tuner or linearize in Simulink does not work
YALMIP has a file called linearize.m which causes a name clash. Most likely you do not need it, so you can delete it (located in the /extras directory)
QUADPROG fails
QUADPROG does not work if you have GUROBI installed (name conflict)
Square root does not work as I expect it to
This deserves more than a small note. See here
The solution I get is not feasible but violated by, say, -1e-6
Most solvers actually use infeasible/exterior algorithms, so slightly infeasible solutions are common. If you really need a strictly feasible point (assuming...
Using implies on constraint objects
Using the logical constraint implies with the first argument being a constraint is currently causing problems in some cases, and should thus be avoided.
What does YALMIP mean?
Nothing, you decide
YALMIP complains about failing in convexity propagation
This means that you have used so called nonlinear operators to model your problem, and most likely you have defined a problem which cannot be represented usi...
YALMIP does not work
Restart MATLAB. Are you running the absolutely latest version of YALMIP. If not, install it. Remove any old version of YALMIP before you install the n...
fmincon crashes
Do you have MOSEK installed? This can cause problems due to an inconsistency between MATLABs and Moseks implementation of the file optimset.m. Remove MOSEK f...