Thread Subject: explicitly choose from ktrlink

Dear All,

Could anyone who has used ktrlink as an optimizer give a simple example of how to choose the three different optimizers given by ktrino, namely,

Interior/Direct
Interior/CG
active-set

in matlab?

The help files given in matlab and ziena neither explicitly explain how to set it.

At least, the 'option' setting will report an error if we use one of the above three key words for 'Algorithm'.

Thanks a lot~

Best,
Sandro

Dear Sandro,

According to http://www.mathworks.com/help/toolbox/optim/ug/bri1v58-2.html, there are 2 options:
- Either use the fmincon-format options structure named ktropts and set 'Algorithm' to one of these value:
    * 'interior-point' (default)
           - If you want the direct alg, then set 'SubProblemAlgorithm' to 'ldl-factorization' (default)
           - If you want the direct alg, then set 'SubProblemAlgorithm' to 'cg'
    * 'active-set'
- Or create a KNITRO option file as described in KNITRO documentation in which you can select the algorithm and pass the path to it to ktrlink.

Best regards.

Nicolas.

"Sandro" wrote in message <irbode$qlp$1@newscl01ah.mathworks.com>...
> Dear All,
>
> Could anyone who has used ktrlink as an optimizer give a simple example of how to choose the three different optimizers given by ktrino, namely,
>
> Interior/Direct
> Interior/CG
> active-set
>
> in matlab?
>
> The help files given in matlab and ziena neither explicitly explain how to set it.
>
> At least, the 'option' setting will report an error if we use one of the above three key words for 'Algorithm'.
>
> Thanks a lot~
>
> Best,
> Sandro