Saad
Posts:
23
Registered:
11/26/12


Re: fmincon + interior point algorithm + memory problems
Posted:
Dec 5, 2012 5:02 AM


Alan_Weiss <aweiss@mathworks.com> wrote in message <k9li2i$bjj$1@newscl01ah.mathworks.com>... > On 12/4/2012 1:32 PM, Saad wrote: > > Alan_Weiss <aweiss@mathworks.com> wrote in message > > <k9kv0r$o2t$1@newscl01ah.mathworks.com>... > >> 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 > > > > Hi Alan > > > > Thanks a lot for your reply. I did try what you suggested: > > 'Hessian','lbfgs' with the fmincon and this time it works but when I > > check the optimized variables they all have the same value. Don't get > > me wrong I am not an expert in optimization, but it is weird to have > > the same value for the optimized variables? Shall I relax the > > tolerance? or do you think that it may be a problem inherent to my > > optimization function? > > > > Thank you > > > > With Regards > > > > S > > I don't know what your data files contain, and I don't understand how > your loops change the optimization results, but I bet you can figure it > out yourself. Try some of the suggestions in > http://www.mathworks.com/help/optim/ug/whenthesolvermighthavesucceeded.html > > Alan Weiss > MATLAB mathematical toolbox documentation
Thank you Alan. I will investigate the issue a bit more. Thanks again!
Regards
S

