Using fmincon kills my computer by using all the memory of the PC (24 GB) for a 20-d problem

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H R on 26 May 2015

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Closed: MATLAB Answer Bot on 20 Aug 2021

I am using fmincon for a 20-dimensional problem. My function is a costly function but definitely doesn't need so much memory to evaluate. When I am using fmincon it takes all my computer's memory (24 GB) and takes for 40 mins to provide a result. I have used both active-set and interior-point and also I have tried gradobj off and on. All are the same. Do you have any suggestion that what can I do for use of fmincon in a better way that at least doesn't kill my PC.

I am very much interested in using fmincon, but if you have other suggestions like sqplab or GA please let me know what would be the best setting parameters for those instead. Thank you