How to change SQP Properties in Nonlinear MPC?

I would like to change some of the default properties of the sqp solver when designing a nonlinear MPC.

I've created my nlmpc object in the following way:

nlmpc_obj = nlmpc(nx,ny,'MV',1,'MD',[2 3 4 5]);

Now, I tried to change the display options from none (default) to

nlmpc_obj.Optimization.SolverOptions.Display = 'iter';

There is, however, no display on the command window. Am I missing something here? Similarly, it seems my changes to the parameter MaxIterations also does not have any effect.

Thanks, Harald