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Subject: Computational complexity of fmincon algorithm
Date: Sat, 7 Nov 2009 17:35:04 +0000 (UTC)
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Hello,

I've wondered what the computational complexity of the fmincon algorithm is (the medium scale one, I think it's a line search). I'd especially like to know how it depends on the number of variables; is it exponential? I thought it'd be easier to ask here than to look at the m-file and try to figure out the exact algorithm myself.

Thanks, Lior.