Re: Optimization

Thanks a lot for all your answers and pointers. I have only nominal
knowledge of optimization methods and your replies can really get me
started.

Fijoy
Graduate student, Purdue University


"Fijoy George" <tofijoy@xxxxxxxxxxx> wrote in message
news:ditokp$nk$1@xxxxxxxxxxxxxxxxxxxxxxxxxxxxx
> Hi all,
>
> I am looking a very fast and efficient method for solving large-scale
> nonlinear optimization problems. So far, I have been using the fmincon()
> function provided by MATLAB in the medium-scale mode (I cannot use
> large-scale mode since I have nonlinear constraints). I find that
> fmincon() uses an algorithm based on Sequential Quadratic Programming
> (SQP) which is more than 20 years old. My problem size is growing and I am
> afraid it is becoming too complex for an algorithm that old.
>
> Can anyone refer me to faster and more recent methods? Is there a free
> software that implements any of those methods?
>
> Thank you
> Fijoy
>


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