addbounds.m

国外专家做的求解LMI鲁棒控制的工具箱,可以相对高效的解决LMI问题

function [F_struc,K] = addbounds(F_struc,K,ub,lb)
%ADDBOUNDS Internal function to add variable bounds to an F_struc

% Author Johan L鰂berg
% $Id: addbounds.m,v 1.3 2005/02/10 16:43:32 johanl Exp $

% Upper bounds
finite_bounds = find(~isinf(ub));
if ~isempty(finite_bounds)
    p = length(finite_bounds);
    n = length(ub);
    if ~isempty(F_struc)
        F_struc = [F_struc(1:1:K.f,:);[ub(finite_bounds) -sparse(1:p,finite_bounds,ones(p,1),p,n)];F_struc(K.f+1:end,:)];
    else
        F_struc = [ub(finite_bounds) -sparse(1:p,finite_bounds,ones(p,1),p,n)];
    end
    K.l = K.l+p;
end

% Lower bounds
finite_bounds = find(~isinf(lb));
if ~isempty(finite_bounds)   
    p = length(finite_bounds);
    n = length(ub);
    if ~isempty(F_struc)
        F_struc = [F_struc(1:1:K.f,:);[-lb(finite_bounds) sparse(1:p,finite_bounds,ones(p,1),p,n)];F_struc(K.f+1:end,:)];
    else
        F_struc = [[-lb(finite_bounds) sparse(1:p,finite_bounds,ones(p,1),p,n)];F_struc(K.f+1:end,:)];   
    end
    K.l = K.l+p;
end