CODEWITHSUNDEEP
mathematical-optimizationmatlabquadprog
user25004
user25004

Reputation: 2088

Matlab, choice of algorithm in optimization is ignored

When does Matlab's quadprog, ignore my choice of algorithm? I select interior-point-convex, but it uses active-set algorithm for me. What does it indicate?

BTW, my objective is quadratic and convex, unless there is some unknown bug in my code.

Upvotes: 0

Views: 451

Answers (2)

Rody Oldenhuis
Rody Oldenhuis

Reputation: 38042

I could not find anything similar for quadprog, but in the documentation for lsqnonlin it says:

The Algorithm option specifies a preference for which algorithm to use. It is only a preference, because certain conditions must be met to use each algorithm. For the trust-region-reflective algorithm, the nonlinear system of equations cannot be underdetermined; that is, the number of equations (the number of elements of F returned by fun) must be at least as many as the length of x. The Levenberg-Marquardt algorithm does not handle bound constraints.

I suspect something similar is the case with quadprog.

Upvotes: 1

user85109
user85109

Reputation:

Tell us HOW you called the code, as almost always when this happens, the user simply did not call the code properly. Did you pass in the options structure? Simply calling optimset does nothing. You must pass the options into the code.

Upvotes: 0

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