Using SeDuMi 1.02, a MATLAB toolbox for optimization over
Jos F. Sturm
SeDuMi is an add-on for MATLAB, that lets you solve optimization
problems with linear, quadratic and semidefiniteness constraints. It
is possible to have complex valued data and variables in
SeDuMi. Moreover, large scale optimization problems are solved
efficiently, by exploiting sparsity. This paper describes how to work
with this toolbox.
Communications Research Lab, McMaster University,
Hamilton, Ontario, Canada.