Why is fmincon slower in comparison to other solvers?

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SandeepKumar R
SandeepKumar R 2019년 8월 20일
댓글: Ali Aghaeifar 2021년 8월 15일
Hello everyone.
I was solving an optimization problem using fmincon and IPOPT. I found that fmincon takes more time to compute the optimal solution. Is it because fmincon is written in pure MATLAB over IPOPT that is written in C++ ?.
  댓글 수: 1
Ali Aghaeifar
Ali Aghaeifar 2021년 8월 15일
I reached to this topic while googling an opposit question, I was running a simple optimization and saw fmincon using interior-point algorithm is faster than IPOPT and was wondering why?

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답변 (1개)

SaiDileep Kola
SaiDileep Kola 2019년 9월 27일
That might be one of the reasons, however you may try Nondefault option of Algorithm as ‘sqp’, which can be sometimes faster.
More info can be found here.

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