CDD hangs
Try sdpsettings(‘cdd.method’,’dual-simplex’)
Try sdpsettings(‘cdd.method’,’dual-simplex’)
Do you have CSDP in your operating system path? CSDP executable in MATLAB path is not sufficient.
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...
Yes. Develop your own heuristic (fix variables, alternating coordinates, trust regions etc). This can easily be done in high-level YALMIP code.
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....
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...
Yes (but there are not many solvers available).
Use the option ‘verbose’ in sdpsettings to control verbosity (set to 0 to turn off display, and the higher the more print-outs if the solver supports differe...
All parameters and options in YALMIP and solvers are dealt with using sdpsettings
YALMIP always assumes minimization. Hence, to maximize, you simply negate your objective function. Note that this will lead to a non-convex objective functio...
Three options. The first one is to code your own script based on a simple bisection. This is illustrated in the decay-rate example. Alternatively, use the bi...
Yes, at least if you intend to solve anything but a few very simple problems.
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...
YALMIP detects semidefinite constraints by checking symmetry as explained in the basic introduction. Most likely, you have made a mistake and defined a non-s...
Read more about NaN in models
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...
Send a mail to johan.lofberg@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 ...
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...
To begin with, you need a solver that can solve geometric programs (YALMIP currently supports GPPOSY and MOSEK, FMINCON, IPOPT, and SNOPT by internally perfo...
There is no established general theory for the concept of duals (multipliers, Lagrange variables) in integer programming. Hence, no solver construct or retur...
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...
Don’t use LMILAB!
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...
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 does not work if you have GUROBI installed (name conflict)
This deserves more than a small note. See here
Most solvers actually use infeasible/exterior algorithms, so slightly infeasible solutions are common. If you really need a strictly feasible point (assuming...
Using the logical constraint implies with the first argument being a constraint can easily lead to numerically sensitive models, and should thus be avoided. ...
Nothing, you decide
YALMIP creates the options structure for FMINCON through the call fmincon(‘default’) which creates a different set of options compared to the alternative me...
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...
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...