
Re: fmincon + interior point algorithm + memory problems
Posted:
Dec 4, 2012 8:49 AM


On 12/4/2012 8:35 AM, Saad wrote: > Dear All, > I keep receiving this error message when implementing an optimization > with fmincon (interior point algorithm). I seems that it is a memory > problem, any clue of how to fix this one please? > > ??? Error using ==> ldl > Out of memory. Type HELP MEMORY for your options. > > Here is my code: > > beq = [ 1 const1 const2]' ; > months={'Jan', 'Feb', ...,'Dec'}; > for i=1997 > > for j=1:length(months) > w0=xlsread(P:\excelfile.xls ,'Begin','S5:S5000'); > a1=xlsread(['P:\excelfile.xls,'Begin','H5:H5000'); > a2=xlsread(['P:\excel file.xls'],'Begin','Z5:Z5000'); > a = [a1, a2]; > n = size(a,1) ; Aeq = > vertcat(ones(1,n),a') ; lb = zeros(n,1) ; H = > eye(n) ; [w,fval, exitflag] = > fmincon(@(x)norm(H*xw0)^2,w0,[],[],Aeq,beq,lb,[],[],options); > end > end > > Any guidance or advice is much appreciated. Regards > > Saad
It is possible that you need to use a memorysaving Hessian. Try setting the option Hessian to 'lbfgs'. See http://www.mathworks.com/help/optim/ug/fmincon.html#f186882
Alan Weiss MATLAB mathematical toolbox documentation

