Date: Aug 24, 2012 4:25 AM Author: kumar vishwajeet Subject: convex optimization problem 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.