Matt J
Posts:
4,997
Registered:
11/28/09


Re: fmincon + interior point algorithm + memory problems
Posted:
Dec 4, 2012 9:33 AM


"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*xw0)^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.

