Why is fmincon slower in comparison to other solvers?

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SandeepKumar R
SandeepKumar R le 20 Août 2019
Commenté : Ali Aghaeifar le 15 Août 2021
Hello everyone.
I was solving an optimization problem using fmincon and IPOPT. I found that fmincon takes more time to compute the optimal solution. Is it because fmincon is written in pure MATLAB over IPOPT that is written in C++ ?.
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Ali Aghaeifar
Ali Aghaeifar le 15 Août 2021
I reached to this topic while googling an opposit question, I was running a simple optimization and saw fmincon using interior-point algorithm is faster than IPOPT and was wondering why?

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SaiDileep Kola
SaiDileep Kola le 27 Sep 2019
That might be one of the reasons, however you may try Nondefault option of Algorithm as ‘sqp’, which can be sometimes faster.
More info can be found here.

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