How to solve complex value LS problems with inequality constraints and sparse matices?

Hello,

I'm trying to solve for x a LS problem with inequality constraints in the form:

min |Cx-d| such as Ax<b.

Matrices C,A are sparse and too big to be handled by my computer as dense matrices by using lsqlin and medium scale alghorithms. They are also complex-value matrices. Vectors d and b are complex as well.

Is there a quick way to solve the problem with matlab functions or do I have to code the solution by myself?

Thank you Luca

[Torsten]

And what does Ax<b mean for complex-valued A and b ?

Best wishes

Torsten.

[Matt J]

Matrices C,A are sparse and too big to be handled by my computer as dense matrices by using lsqlin and medium scale alghorithms.

So why not make them type sparse and use the large scale algorithm?

[KSSV]

I guess fmincon might work?

[John D'Errico]

Torsten asks the correct, and still unanswered question: what does it mean to write an inequality constrain with complex A and b?