Question

MATLAB中fmincon函数用的什么算法

Answer 1

SQP 算法

这是从matlab 帮助文档中找到的信息

Active-Set Optimization

If equality constraints are present and dependent equalitiesare detected and removed in the quadratic subproblem, 'dependent' appearsunder the Procedures heading (when you ask foroutput by setting the Display option to'iter').The dependent equalities are only removed when the equalities areconsistent. If the system of equalities is not consistent, the subproblemis infeasible and 'infeasible' appears under the Procedures heading.

Limitations

fmincon is a gradient-based method thatis designed to work on problems where the objective and constraintfunctions are both continuous and have continuous first derivatives.