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 ?
Sparsity exploitation in optimization
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Alan Weiss on 6 Mar 2019
There are several fmincon algorithms, and they each exploit sparsity differently. The term "large-scale" means that an algorithm exploits sparsity, as explained in Large-Scale vs. Medium-Scale Algorithms. A brief outline of the fmincon algorithms is given here, including which algorithms are large-scale.
MATLAB mathematical toolbox documentation