Why does the FMINCON function from the Optimization Toolbox sometimes get stuck in an infinite loop?

MathWorks Support Team

2009 6 27

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The FMINCON function from the Optimization Toolbox sometimes gets stuck in an infinite loop.

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MathWorks Support Team 2009-6-27

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This is a bug in Optimization Toolbox 2.2 (R13) in the way that FMINCON handles the default infinite-valued "MaxSQPiter" property in the options structure.

To work around this issue, try the following:

Make sure to set the "MaxSQPIter" property in the OPTIMSET function to a finite value. Ideally, it should be a multiple of the larger of the number of variables or number of constraints.