MATLAB: Are the sparse matrices converted to full matrices by ‘lsqlin’

MATLABOptimization Toolbox

I have some large sparse matrices (300000×100000) that I am attempting to pass to 'lsqlin'.
However, I receive the following errors:
Warning: Cannot use sparse matrices with active-set algorithm: converting to full.
> In lsqlin (line 368)
In example (line 5)
Error using full
Requested 261097×81168 (157.9GB) array exceeds maximum array size preference. Creation of arrays greater than this limit may take a
long time and cause MATLAB to become unresponsive. See array size limit or preference panel for more information.
Error in lsqlin (line 377)
x     qpsub(full(C),d,[full(Aeq);full(A)],[beq;b],lb,ub,X0,neqcstr, …
Here is my code:
options = optimoptions('lsqlin', 'Display', 'iter-detailed');
x = lsqlin(A,b,[],[],C,zeros(size(C,1),1),[],[],x0,options);
Here are my variables:
>> whos
  Name           Size                  Bytes  Class     Attributes
    A         261097x81168            13254408  double    sparse    
    C             76x81168              650568  double    sparse    
    b         261097x1                   14496  double    sparse    
    x0         81168x1                  262928  double    sparse

Best Answer

Better support for sparse matrices was added in R2017a for 'lsqlin'. Please upgrade to that version to avoid this issue.
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