Warning: Options LargeScale = 'off' and Algorithm = 'trust-region-reflective'
conflict. Ignoring Algorithm and running active-set algorithm. To run
trust-region-reflective, set LargeScale = 'on'. To run active-set without this
warning, set Algorithm = 'active-set'.
Wow that is really a great tool.
Is there a possibility to change the used optimizer from fmincom to CPLEX Solver? I hope to have an increased speed using that one. Somehow I have no idea how to deal with line "intknots = fmincon(@free_knot_obj,intknots,A,b, ...
,,,,,fminconoptions,x,y,prescrip);" and especially with the free_knot_obj function because CPLEX expects to have a matrix concerning http://pic.dhe.ibm.com/infocenter/cosinfoc/v12r2/index.jsp?topic=%2Filog.odms.cplex.help%2FContent%2FOptimization%2FDocumentation%2FCPLEX%2F_pubskel%2FCPLEX1131.html at that point. Is there someone who can give me a hint??