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Topic: fmincon and active-set
Replies: 3   Last Post: Apr 16, 2012 9:50 AM

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Jason Atwood

Posts: 3
Registered: 11/27/11
fmincon and active-set
Posted: Apr 15, 2012 1:38 PM
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Hello,

I am trying to force fmincon to use the active-set algorithm:

options = optimset('Algorithm', 'active-set');
[x_active_set, fval_active_set, ~, output] = fmincon(@cost_function, x0, [], [], [], [], lb, ub, @nonlinear_constraints, options)

However, when I run my code the output says I'm using:

algorithm: 'medium-scale: SQP, Quasi-Newton, line-search'

Is this how Matlab displays the active-set algorithm? When I force fmincon to use SQP it correctly sets the algorithm to:

algorithm: 'sequential quadratic programming'

thanks,
Jason



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