YALMIP not able to find PENBMI solver for solving bilinear matrix inequlality

Question

Vishal Agrawal 2013-11-8

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https://ww2.mathworks.cn/matlabcentral/answers/105356-yalmip-not-able-to-find-penbmi-solver-for-solving-bilinear-matrix-inequlality

回答： Johan Löfberg 2013-11-14

I am using YALMIP R20090505 in MATLAB (Version 7.8.0.347 R2009a) to solve bilinear matrix inequality problem using 'PENBMI solver' but got a warning message displaying solver not found

A=[-1 -4 0;1 0 0;1 0 0]; B=[0;0;1]; C=[0 0 1]';

P=sdpvar(3,3); L=sdpvar(3,1);

F=set(((P*(A-L*C'))+(P*(A-L*C'))')<0)+set(P>0)+set(P*B==C);

solvesdp(F,trace(P),sdpsettings('solver','penbmi'))

when i run the above commands i got following output:

Warning: Solver not found

ans =

    solvertime: 0
          *info: 'Solver not found'
       problem: -3*
    yalmiptime: 0.0640

>> double(P)

ans =

   NaN   NaN   NaN
   NaN   NaN   NaN
   NaN   NaN   NaN

>> double(L)

ans =

   NaN
   NaN
   NaN

Please tell how to rectify the above problem and use 'penbmi solver'.

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Answer 1

Johan Löfberg 2013-11-14

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1. You are using a very very old version of YALMIP

2. SET is obsolete

3. Yes, you have to install PENBMI. YALMIP does not ship with any solvers

4. You get much faster response if you use the YALMIP forum

https://groups.google.com/forum/?fromgroups#!forum/yalmip

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Answer 2

Vishal Agrawal 2013-11-8

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https://ww2.mathworks.cn/matlabcentral/answers/105356-yalmip-not-able-to-find-penbmi-solver-for-solving-bilinear-matrix-inequlality#answer_114571

I have kept the solvers folder of YALMIP in path of MATLAB, but getting same problem "Solver not found". Will I have to install PENBMI solver externally??