I have an application which uses the Matlab engine to call constr.m. I have a mex file which computes the objective function and its gradients as well as one which computes the constraints and the gradient vector for the constraints as well. The program works fine. The problem is that my application needs to pass back and forth a vector of over 100 numbers as I'm trying to optimize this vector.
I understand that most of the data is passed through unix pipes. If I can use the math library to embed all these calls directly into my code, would I experience a noticeable speed-up - enough to justify purchasing the compiler?