Date: Dec 4, 2012 8:35 AM
Author: Saad
Subject: fmincon + interior point algorithm + memory problems

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*x-w0)^2,w0,[],[],Aeq,beq,lb,[],[],options);


end

end

Any guidance or advice is much appreciated.
Regards

Saad