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

MATLABpenbmi solveryalmip

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'.

Best Answer

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 SET is obsolete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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