MATLAB: You have NaNs in your constraints!, iterating, for loop

for loopforloopMATLABoptimizationyalmip

Hi, I am trying to run the code, iterating 'e_1' in the bold text. When I don't interate, equally fixing the 'e_1' without for loop, it perfectly works.
What I thought was putting constraints and objective in the for loop, then it gives solutions, Pfeasible, per each 'e_1'
I basically use tool 'YALMIP' to solve optimization problem and the code I run is shown below:
I would be appreciated whatever you give some tips!
%Compare under e_1
%Data-based
ops = sdpsettings('solver','mosek','verbose',1,'debug',1);
Y=sdpvar(2,10);
 
delta = 0.7637;
A= [0.2, 1.3; 0.1, 1.2];
B= [1; 2];
D= [0.45 0.45; 0.3 -0.3];
t=0:9;
U=chirp(t,0.2,3,0.6);
[x] = data_dstate(); %data-based state: xdb
xdb=transpose(x);%X_{0,N}=(2x10)
 
for i=1:10
    dxx(:,i)= A*(x(i,:))' + B*U(1,i) + D*(x(i,:))'*U(1,i);
end
dx= dxx;%X_{1,N}=(2x10)
for i=1:10
    Vv(:,i)= [xdb(1,i)*U(1,i); xdb(2,i)*U(1,i)];
end
V=Vv;%V_{0,N}=(2x10)
 
for e_1=0:0.2:2                                                %BOLD STARTS HERE
    ops = sdpsettings('solver','mosek','verbose',1,'debug',1);
    
    e_2=sdpvar(1,1);
M_2 = [Y*dx'+ dx*Y'+ e_2*delta^2 *eye(2,2), Y*U', zeros(2,2), -Y*V';
    U*Y', -e_1, zeros(1,2), zeros(1,2);
    zeros(2,2), zeros(2,1), -P2./e_1, P2;
    -V*Y', zeros(2,1), P2, -e_2*eye(2,2)];%LMI,(7x7)-data
M=[P1*A'+ A*P1+ B*y'+ y*B'+ e_1*D*P1*D' , y; y' , -e_1];%LMI-model
 
con2 = [e_2>=0, P2>=0, P2==xdb*Y', M_2<=0]; %constraints

con1=[P1>=0, M<=0]; %constraints
 
ob2 = -log(det(P2)); %objective

optimize(con2, ob2, ops)
ob1= -log(det(P1)); %objective
optimize(con1, ob1, ops)
end                                                         %BOLD ENDS HERE
 
%data-based solution

Pfeasible2 = value(P2);%(2x2)
Yfeasible2 = value(Y);%(2x10)
G_k = (Yfeasible2)'/(Pfeasible2);%(10x2)
K_db = U* G_k; %(1x2)
%data-based solution
Pfeasible1 = value(P1);
yfeasible1 = value(y);
K_mb = (yfeasible1)'/(Pfeasible1);% (yfeasible1)'*inv(Pfeasible1);
 
%Figure3-1
plot(e_1,det(Pfeasible2))
hold on 
plot(e_1,det(Pfeasible1))

Best Answer

You are better off posting this question to the YALMIP Google groups, which you did but you never replied to the questions you received there. When you do that, also make sure the code is reproducible (it is not at the moment since data_dstate is some non-standard call)
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