Thread Subject: fmincon with non-linear constraints?

I'm trying to solve a large-scale optimization problem with non-linear equality constraints. As I read in the documentation, the large-scale algorithm cannot be used with inequality constraints. However, the function noncol must return a vector of inequality constraints, so Matlab automatically defaults to the medium-scale algorithm when I call out fmincon.

Is there a way to use the large-scale routine with non-linear equality constraints?

Thanks,
Olivier

Hi Olivier,
The answer to your question is unfortunately, no.
Version 4 (R2008a) or newer versions of Optimization Toolbox has fmincon
Algorithm 'interior-point' that can handle your problem.

Best Regards,
Derya

"Olivier " <olivier.buu@varianinc.com> wrote in message
news:h8uto7$os7$1@fred.mathworks.com...
> I'm trying to solve a large-scale optimization problem with non-linear
> equality constraints. As I read in the documentation, the large-scale
> algorithm cannot be used with inequality constraints. However, the
> function noncol must return a vector of inequality constraints, so Matlab
> automatically defaults to the medium-scale algorithm when I call out
> fmincon.
>
> Is there a way to use the large-scale routine with non-linear equality
> constraints?
>
> Thanks,
> Olivier