fmincon Out of Memory Error

Hello, I'm trying to solve a non-linear optimization problem via fmincon and I'm getting the following out of memory error.

I'm using 'lbfgs' options for Hessian as my problem is fairly big but am still getting an out of memory error...

Error using ldl
Out of memory. Type HELP MEMORY for your options.

Error in formAndFactorAugMatrix
Error in formAndFactorAugMatrix

Error in barrier

Error in fmincon (line 813)
    [X,FVAL,EXITFLAG,OUTPUT,LAMBDA,GRAD,HESSIAN] =
    barrier(funfcn,X,A,B,Aeq,Beq,l,u,confcn,options.HessFcn, ...

Error in BLP_test_realData (line 172)
    output.paramstar = fmincon(@(param)
    BLP_objective(param,blp),param0,[],[],[],[],param_L,param_H,cons,options);

Answer 1

[Siriniharika Katukam]

Hi Paul,

Please go through the documentation here and try changing the algorithms, recommendations for using these algorithms is also mentioned.

Hope this helps!