how to choose fmincon Algorithm

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xueqi
xueqi 2013-1-30
Hi Fellows,
I am doing some optmization problem use fmincon. Currently it is running very slowly. I think I might choose an unproper algorithm to minimization. I have looked into the documentation in Matlab about how to choose the algorithm but I am not quite understanding it. Especially the word "Large Scale". Is there anyone could tell me that in what sense that a problem is large scale? And I would be really appreciated that if some one can brifely(but use simple words for a Matlab newer like me to understand) introduce the four different algorithm!

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