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From: "John D'Errico" <woodchips@rochester.rr.com>
Newsgroups: comp.soft-sys.matlab
Subject: Re: fmincon complexity
Date: Fri, 16 May 2008 10:15:03 +0000 (UTC)
Organization: John D'Errico (1-3LEW5R)
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"Jun Li" <twofishleft@gmail.com> wrote in message 
<g0jlni$idj$1@fred.mathworks.com>...
> hi, all:
> 
> i am using the fmincon to solve problems.
> 
> like: f = log det(Q)
> Q is  n- square,
> and it has n equality constraints, 
> n*m inequality constraints.
> 
> what is the complexity of the algorithm?

Its probably roughly O(n^3)

I doubt that you can be much more
accurate than that. Unless m is quite
large, that should be the dominant
part.

If m is large, then I don't know there
will be a simple answer. It probably
depends on how many of your
constraints become active.

John