MATLAB: Solver SQP works with linear objective functions

fminconMATLABoptimization

Hello, I have a question about the fmincon command, I understand that the internal point method is used by default, but using the SQP solver the processing time is shorter and I get the same results. I was seeing that this method works with quadratic objective functions but my objective function is linear with nonlinear constraints. Is it correct to use this method or which solver do you recommend?
Greetings.

Best Answer

According to the Optimization Decision Table, for linear objective and nonlinear constraints, you should indeed use fmincon. To help decide which algorithm to use, see Choosing the Algorithm.
Alan Weiss
MATLAB mathematical toolbox documentation