fmincon algorithm step by step

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Mouloud 2013-6-12

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https://ww2.mathworks.cn/matlabcentral/answers/78796-fmincon-algorithm-step-by-step

Hello!

I'm using fmincon in my optimization problem. Do you have any idea what is the exact algorithm (step by step) used in avctive-set ? the support in the Mathworks site is not suitable for me.

Thx

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Matt J 2013-6-12

编辑：Matt J 2013-6-12

In what way is it not suitable? What information should we give that is not in the doc.

Mouloud 2013-6-12

thank you for your comment

for example, active set use quasi-newton method or L-BFGS, Gradient descent...

the documentation on-line explain how to use fmincon and the definition of variables but there are not the algorithm !

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Answer 1

Alan Weiss 2013-6-12

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https://ww2.mathworks.cn/matlabcentral/answers/78796-fmincon-algorithm-step-by-step#answer_88570

编辑：Alan Weiss 2013-6-12

在 MATLAB Online 中打开

In what way do you find the explanation of the various algorithms to be inadequate? There are also plenty of references in the bibliography for more details.

You are free to read the code for the active-set algorithm. Execute

edit fmincon

and you can read through the code. When you come to a function that fmincon calls, highlight the name and press control-D to edit that function, too.

Alan Weiss

MATLAB mathematical toolbox documentation