From 3a939eaa3fa9a021f1c6adee2a8e63bb5eca15f7 Mon Sep 17 00:00:00 2001
From: Chris Coey <coey.chris@gmail.com>
Date: Mon, 6 Jan 2020 16:27:14 +1000
Subject: [PATCH] add possible definition for LMI cone

---
 src/sets.jl | 11 +++++++++++
 1 file changed, 11 insertions(+)

diff --git a/src/sets.jl b/src/sets.jl
index 7489bb4df7..b90a7ac598 100644
--- a/src/sets.jl
+++ b/src/sets.jl
@@ -287,6 +287,17 @@ function Base.:(==)(set1::S, set2::S) where S <: Union{PowerCone, DualPowerCone}
     return set1.exponent == set2.exponent
 end
 
+"""
+    LinearMatrixInequalityCone{T <: Real}(component::Vector{Symmetric(T, Matrix{T})})
+
+The linear matrix inequality (LMI) cone ``\\{ x \\in \\mathbb{R}^n : sum_i x_i component_i \\succeq 0 \\}`` with `n`-dimensional parameter vector `component` of symmetric matrices of equal dimensions.
+"""
+struct LinearMatrixInequalityCone{T <: Real} <: AbstractVectorSet
+    component::Vector{Symmetric(T, Matrix{T})}
+end
+
+dimension(s::LinearMatrixInequalityCone) = length(component)
+
 """
     abstract type AbstractSymmetricMatrixSetTriangle <: AbstractVectorSet end