Can fmincon function optimize a large number of variables,like 800?

When I used fmincon function, I set 800 variables to be optimized, but the optimization result doesn't seem to be good.

After the program runs, the following information is displayed：

Solver stopped prematurely.

fmincon stopped because it exceeded the function evaluation limit,

options.MaxFunctionEvaluations = 1.000000e+05.

Answer 1

[Walter Roberson]

https://www.mathworks.com/help/optim/ug/choosing-the-algorithm.html

Yes it can. I figure that the matrix size needed for you would be about 4 megabytes, so I think you should be able to use even midscale algorithms.

What you need to do is create an options structure that sets maximum function evaluations and maximum iterations much higher, and pass the options to fmincon. (The exact name of the options depends which of the options creation functions you use.)

[jessie sun]

I see. Thank you for your answer！