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Math Forum » Discussions » Software » comp.soft-sys.matlab

Topic: convex optimization problem
Replies: 6   Last Post: Aug 27, 2012 9:48 AM

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kumar vishwajeet

Posts: 88
Registered: 4/6/10
convex optimization problem
Posted: Aug 24, 2012 4:25 AM
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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.



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