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Algorithm for the purpose of convex optimisation problems

5 years ago in Algorithms By Rohini Singh

Algorithms

My research domain is mathematics. Which algorithm should I use for the purpose of convex optimisation problems? I’m confused. There are so many algorithms out there. Please help.

All Answers (7 Answers In All)

By Emanuelly Silveira Answered 5 years ago

Rohini use interior point algorithm. This algorithm is mostly used in solving convex optimisation problems.

By Jang Bahadur Singh Answered 5 years ago

Rohini you can use interior point algorithm as well as ellipsoid method. Both of them will give you accurate result.

By Pritam Kapoor Answered 5 years ago

Nisha, simplex algorithm is mostly used in LP. am not sure if it can be used to solve convex optimisation problems.

By Shilpa Answered 5 years ago

Pritham simplex, interior point and ellipsoid algorithms are used in LP. In fact these are basic algorithms in LP and convex optimisation problems are a part of LP.

By Vishwas Rao Answered 5 years ago

Check out these 3 links rohini http://www.yourarticlelibrary.com/linear-programming/simplex-method-of-linear-programming/34866, https://www.emis.de/journals/ASUO/mathematics/pdf6/155_162_ZSzabo_MKovacs.pdf,https://www.cs.princeton.edu/courses/archive/fall05/cos521/ellipsoid.pdf