Why do I receive a Large-scale warning when I use FMINCON in Optimization Toolbox 4.1 (R2008b)?

I use FMINCON to solve a non-linear optimization problem but I receive this warning:

 Warning: Large-scale (trust region) method does not currently solve this type of problem,

using medium-scale (line search) instead.

Answer 1

[MathWorks Support Team]

You are receiving this warning message because you are trying to use the Large Scale method (the default) and it is not valid for your class of problem.

To avoid this warning, turn off the large scale method. Use OPTIMSET to create an options structure. Then pass that structure of options into FMINCON.

opts = optimset('fmincon');

opts.LargeScale = 'off';

Now pass opts into FMINCON when you call it.