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Question
Very small feasibility value but very large first-order optimality value
I am solving a large-scale optimzation problem (over 8000 decision variables) with fmincon using interior-point algorithm. My pr...
4 years ago | 2 answers | 0
2
answersQuestion
Trouble with dspunfold function
I have been looking into multithreading mex functions and I came across dspunfold function. It looked like the perfect match for...
4 years ago | 0 answers | 0
0
answersQuestion
Function evaluations (F-count) in fmincon
I have been doing some experiments to see how the number of function evaluations (F-count) change depending on the type of gradi...
4 years ago | 1 answer | 0
1
answerQuestion
Analytical hessian for large scale optimization in fmincon
Hi everyone, I have currently set up an optimization problem in Matlab which stems from an inverse problem in design. I tested ...
4 years ago | 1 answer | 1
1
answerQuestion
Why does fmincon not provide hessian option for sqp algorithm?
I know the hessian option is available for solvers such as the interior-point method. Also, providing a hessian is generally a f...
5 years ago | 1 answer | 1
