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
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