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Why is fmincon slower in comparison to other solvers?

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SandeepKumar R
SandeepKumar R on 20 Aug 2019
Answered: SaiDileep Kola on 27 Sep 2019
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++ ?.

Answers (1)

SaiDileep Kola
SaiDileep Kola on 27 Sep 2019
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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