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Math Forum » Discussions » Software » comp.soft-sys.matlab

Topic: fmincon + interior point algorithm + memory problems
Replies: 9   Last Post: Dec 5, 2012 1:00 PM

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Matt J

Posts: 4,988
Registered: 11/28/09
Re: fmincon + interior point algorithm + memory problems
Posted: Dec 4, 2012 9:33 AM
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"Saad" wrote in message <k9ku6c$l3j$1@newscl01ah.mathworks.com>...
>
> Aeq = vertcat(ones(1,n),a') ;
> lb = zeros(n,1) ;
> H = eye(n) ;
> [w,fval, exitflag] = fmincon(@(x)norm(H*x-w0)^2,w0,[],[],Aeq,beq,lb,[],[],options);
================

You could use H=speye(n) instead of H=eye(n). Also, lsqnonneg or quadprog might be more efficient than fmincon.



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