MATLAB: Sparsity exploitation in optimization

fminconoptimizationOptimization Toolboxperformance

Does the fmincon algorithm exploit sparsity of hessians and jacobians while solving optimization problem ?

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A follow up question. Do they automatically detect sparsiy and switch to Large scale mode (sparsity exploited) or do we specifically have to supply some information to use this funtionality ?

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MATLAB: Sparse matrices for Aineq,Aeq in genetic algorithm soler(ga) – Reg

No, ga does not accept sparse linear constraint matrices. When I tried to pass them just now, I got the following warnings:

Warning: The equality constraint matrix is sparse; converting to a full matrix. 
Warning: The inequality constraint matrix is sparse; converting to a full matrix.

Alan Weiss

MATLAB mathematical toolbox documentation

MATLAB: Exploiting symmetry in multidimensional arrays

For a general m-dimensional n^m array, A, do this:

 [I1,I2,...,Im] = ndgrid(1:n);
 P = [I1(:),I2(:),...,Im(:)];
 Q = sort(P,2,'descend');
 A(sub2ind(size(P),P(:,1),P(:,2),...,P(:,m))) = ...
   A(sub2ind(size(Q),Q(:,1),Q(:,2),...,Q(:,m)))

Note: The four three-dot ellipses (...) shown above (but not the one following the '=' sign) are to be filled in by the user.

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MATLAB: Sparse matrices for Aineq,Aeq in genetic algorithm soler(ga) – Reg

MATLAB: Exploiting symmetry in multidimensional arrays

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