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Topic: Computational complexity of fmincon algorithm
Replies: 6   Last Post: Nov 8, 2009 3:23 PM

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Lior Vernia

Posts: 3
Registered: 11/7/09
Computational complexity of fmincon algorithm
Posted: Nov 7, 2009 12:35 PM
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Hello,

I've wondered what the computational complexity of the fmincon algorithm is (the medium scale one, I think it's a line search). I'd especially like to know how it depends on the number of variables; is it exponential? I thought it'd be easier to ask here than to look at the m-file and try to figure out the exact algorithm myself.

Thanks, Lior.

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