Why is fmincon slower in comparison to other solvers?

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SandeepKumar R
SandeepKumar R 2019 年 8 月 20 日
コメント済み: Ali Aghaeifar 2021 年 8 月 15 日
Hello everyone.
I was solving an optimization problem using fmincon and IPOPT. I found that fmincon takes more time to compute the optimal solution. Is it because fmincon is written in pure MATLAB over IPOPT that is written in C++ ?.
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Ali Aghaeifar
Ali Aghaeifar 2021 年 8 月 15 日
I reached to this topic while googling an opposit question, I was running a simple optimization and saw fmincon using interior-point algorithm is faster than IPOPT and was wondering why?

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回答 (1 件)

SaiDileep Kola
SaiDileep Kola 2019 年 9 月 27 日
That might be one of the reasons, however you may try Nondefault option of Algorithm as ‘sqp’, which can be sometimes faster.
More info can be found here.

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