Welcome!
New user? Check out the
examples in this manual.
All feature requests, questions, comments and bug reports are highly appreciated
and can be sent to loefberg@control.ee.ethz.ch,
but please read the FAQ first.
Johan Löfberg
Automatic Control Laboratory, ETH Zürich.
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Initial implementation of min/ max/ abs/ norm/geomean2/sumk/sumabsk. YALMIP will perform
an (conservative) analysis of the optimization problem to ensure
that these operators are used in a way that guarantee convexity,
and automatically generate a convex representation if possible. Check the
example for typical usage, limitations and pit-falls.
Additional (epigraph or hypograph representable) nonlinear operators can easily be added by the user.
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Extended the moment relaxation module,
including polynomial
equalities, polynomial semidefinite inequalities, extraction of global
solutions and better integration in YALMIP.
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Improved sum of squares module (better support for nonlinearly
parameterized programs, improved kernel and image represenation
models).
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Added the function dualize to convert a problem given in primal SDP form (kernel representation) to a dual form (which is the standard model in YALMIP).
Some simple examples are avalable.
A related (less useful) function
primalize is also available.
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Polynomial programs are automatically reduced to bilinear programs when
PENBMI
or the global solver is used.
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Updated for
PENBMI
2 (if you still use version 1, make sure to read the
FAQ).
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Improved memory use for huge SDP problems (matrix dimensions in the order of thousands).
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Fixed bug that caused MAXDET problems to become unecessarily
large when solved using standard SDP solver (all MAXDET problems where treated as complex-valued).
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Fixed some algorithmic bugs in the built-in integer solver (caused
severe performance degradation).
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Changed default settings for
the
CSDP
options.
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Fix in the
MEXPRESS interface (caused severe numerical problems in recent versions of
XPRESS).
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When a solver not supports equality constraints, the constraints are
now by default always eliminated using double-sided inequalities (this
was a bit inconsistent before, YALMIP used a reduced basis for some
solvers). Note that some solvers behave much better with a reduced
basis (see sdpsettings for
details).
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Fixed small bug in the sum of squares module
(caused a crash in some rare cases).
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Fixed issues with the option 'savedebug' .
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Fixed issues with saving and loading objects.
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Added support for the SDP solver
SDPLR.
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Added function saveampl
to export (very) simple
AMPL models.
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Added function export
to export YALMIP models to various solver formats.
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Added function cut
to add user-specified cuts in the global BMI solver.
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Global BMI problems can be solved (hrm...yea right...) without a local
BMI solver.
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Added simple command-line syntax for defining multiple scalar
sdpvar variables.
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Better support for sum-of-squares decompositions in
checkset.
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Added function lowrank
to declare low-rank data in semidefinite constraints.
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Numerous fixes in the interface to KYPD
(may have caused erroneous solutions).
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Changed the syntax slightly in
solvemoment to make it more consistent with other commands (may
brake old code).
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Added some missed options for
SeDuMi and updated default values to those recommended in version
1.05R5.
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Minor updates for MATLAB 7
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Fixed a bug which in rare cases caused YALMIP to categorize standard
continuous problems as a mixed integer problem.
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Fixed some more issues on indexing of
set and sdpvar objects.
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Fixed problems in loading saved sdpvar
and set objects.
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Reduced memory usage in branch and bound codes.
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Fixed some small bugs in the mixed integer programming (caused problems
for mixed integer geometric programs).
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Substantial performance improvements in manipulation of
sdpvar variables.
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Fixed several bugs in the interface to the SOCP solver in
MOSEK.
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Determinant maximization problems can now be solved using any SDP
solver.
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Global bilinear programming (alpha version, slow and unstable...).
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Extended mixed integer code to include posynomial geometric programming
(requires latest MOSEK patches, not
seriously tested).
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Added interface to the binary LP-solver
bintprog.
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sdpvar can be called with only
one argument (simplifies definition of symmetric matrices and scalars).
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Determinant ( det ) overloaded on
sdpvar objects.
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Fixed bug in internal mixed integer solver (may have caused YALMIP
to miss the optimal solution).
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Fixed bug in interface to PENBMI
(may have caused erroneous solutions in some rare cases).
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Fixed bug on complex-valued multiplication (may have caused erroneous
solutions).
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Fixed bug on dual variables (may have reported wrong values in some
rare cases).
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Fixed bug on dual variables in SDPT3
(gave completely wrong answers).
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New, more consistent, syntax in solvesos.
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Fixed bugs in loading and saving of set
and sdpvar objects..
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Fixed bug on overloaded >= operator.
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Fixed various issues on indexing of set
and sdpvar objects.
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Fixed bug on purely binary problems using
MOSEK.
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Fixed various bugs to enable nonlinear objective functions in moment
relaxations.
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Fixed bug in interface to SDPT3 on
UNIX.
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Updated for forthcoming SDPT3 3.1.
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Various fixes for MATLAB 5.3.
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YALMIP now works with LMILAB in MATLAB 5.3.
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YALMIP does not mean Yet Another LMI Parser any more.
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Polynomial expressions.
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Quadratic objective functions.
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Added possibility to define KYP-related constraints ( kyp)
and related interface to the specialized code
KYPD.
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Multiparametric linear and quadratic programming using
MPT-Toolbox.
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Integer and binary variables.
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Posynomial geometric programming.
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An internal (wickedly slow) branch-and bound solver for mixed integer
conic programs (MILP, MIQP, MISOCP, MISDP).
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Sum-of-squares decompositions.
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Moment-based polynomial programming.
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Plot the feasible set of a constraint.
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Imroved support for subsref in set
(previously called lmi) and
sdpvar objects.
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New feature in the option removeequalities in
sdpsettings.
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