Non linear optimization using 'optimization toolbox
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For the nonlinear optimization problem attached here, how to check, if the function is smooth or not and is it medium scale or large scale problem. Should I use 'fmincon' solver as there is one linear constraint and bounds on the variables?
2 Comments
Titus Edelhofer
on 16 Jul 2015
Hi,
there is no problem attached? But from your description fmincon should indeed be the correct starting point ...
Titus
Accepted Answer
Alan Weiss
on 16 Jul 2015
The problem is smooth: your objective function is rational. Yes, as the Optimization Decision Table shows, for your problem fmincon is the solver of choice.
Alan Weiss
MATLAB mathematical toolbox documentation
3 Comments
Brendan Hamm
on 16 Jul 2015
Smooth = Continuously Differentiable (twice is sufficient as many algorithms compute the Hessian Matrix)
Large Scale = Minimal Linear Algebra in problem (think sparse matrix operations)
Medium Scale = Lots of Linear Algebra (dense matrix operations)
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