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YALMIP: A Toolbox for Modeling and Optimization in MATLAB

Authors: Johan Lofberg

Published: 2004 (Conference Paper)

Source: 2004 IEEE International Symposium on Computer-Aided Control Systems Design

Algorithm: YALMIP

DOI: 10.1109/CACSD.2004.1393890

Summary

Introduces YALMIP, a free MATLAB toolbox providing a unified high-level syntax for modeling and solving optimization problems (LP, QP, SDP, and more) by interfacing with external solvers. Became a de facto standard tool for rapid prototyping of optimization-based controllers and control-oriented SDP research.

Abstract

The MATLAB toolbox YALMIP is introduced. It is described how YALMIP can be used to model and solve optimization problems typically occurring in systems and control theory. In this paper, free MATLAB toolbox YALMIP, developed initially to model SDPs and solve these by interfacing eternal solvers. The toolbox makes development of optimization problems in general, and control oriented SDP problems in particular, extremely simple. In fact, learning 3 YALMIP commands is enough for most users to model and solve the optimization problems

Primary

Paper doi.org

Standard

DOI 10.1109/CACSD.2004.1393890

Alternate

yalmip.github.io yalmip.github.io

Tags

  • optimization

  • MATLAB toolbox

  • semidefinite programming

  • SDP

  • control theory

  • mathematical programming