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Subject: Re: Computational complexity of fmincon algorithm
Date: Sat, 7 Nov 2009 20:06:02 +0000 (UTC)
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Hi Matt,

Thanks for the speedy reply. You are correct, of course. However, let's assume that since the objective function is written by me, its complexity is known to us. We can call it T(n), n being the number of variables. Let's also say that f(x) is analytical and that I'm supplying the gradients and the Hessian matrix, and thus we know their complexity as well. What should the complexity of the entire call to fmincon be? Obviously fmincon is the one who decides how many times to compute f(x), and its gradients and Hessian, so how does that depend on n?

Thanks, Lior.