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convex optimization problem
Posted:
Aug 24, 2012 4:25 AM


Hi, I have an objective function of the following type: J = x log(x/k) + cx Subject to : f1(x) = alpha and f2(x) = beta where alpha, beta, k and c are constants and x is a vector to be solved for. So, it is a convex function. Which is the best optimization routine in MATLAB to solve such problems. I'm currently using fmincon and it is slower than snail.
Thanks.



