Home

Awesome

Controlling Singular Values with Semidefinite Programming

A Matlab implementation of the paper "Controlling Singular Values with Semidefinite Programming".


This package includes three examples:

minimize        f(A) 
subject to      s_min(A)>=k
                s_max(A)<=K
				det(A)>=0

over the matrix variable A, where s_min(A) and s_max(A) are the minimal and maximal singular values of the matrix A.

Getting started: Before running the code, make sure you have YALMIP and MOSEK installed. Update the paths in initialize.m accordingly. The code was tested with Matlab (2013a), YALMIP (20140915) and MOSEK (7.0.0.92).

Disclaimer: The code is provided as-is for academic use only and without any guarantees. Please contact the authors to report any bugs. Written by Shahar Kovalsky and Noam Aigerman