Methods
Convex minimization problems can be solved by the following contemporary methods:
- "Bundle methods" (Wolfe, Lemaréchal), and
- Subgradient projection methods (Polyak),
- Interior-point methods (Nemirovskii and Nesterov).
Other methods of interest:
- Cutting-plane methods
- Ellipsoid method
- Subgradient method
Subgradient methods can be implemented simply and so are widely used.
Read more about this topic: Convex Optimization
Famous quotes containing the word methods:
“The greatest part of our faults are more excusable than the methods that are commonly taken to conceal them.”
—François, Duc De La Rochefoucauld (1613–1680)
“All good conversation, manners, and action, come from a spontaneity which forgets usages, and makes the moment great. Nature hates calculators; her methods are saltatory and impulsive.”
—Ralph Waldo Emerson (1803–1882)
“Generalization, especially risky generalization, is one of the chief methods by which knowledge proceeds... Safe generalizations are usually rather boring. Delete that “usually rather.” Safe generalizations are quite boring.”
—Joseph Epstein (b. 1937)