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

Topic: Lower bound of a non-convex program through the dual problem in Matlab
Replies: 5   Last Post: Jan 23, 2013 3:59 AM

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Bruno Luong

Posts: 8,458
Registered: 7/26/08
Re: Lower bound of a non-convex program through the dual problem in Matlab
Posted: Jan 19, 2013 5:16 AM
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Use fmincon with interior-point method. I believe it minimizes the dual-gap.

Bruno

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