Matlab 2019b optimoptions not work on sparse jacobPattern anymore

I have just recently update to Matlab2019b, but the optmoptions did not work as I expect.

For example I have sparse jacobian pattern matrix create by A=speye(100000) and feed to optimoption by

'options = optimoptions(@fsolve,'Display','iter','JacobPattern',J,'Algorithm','trust-region','SubproblemAlgorithm','cg');'

It just complain as follows, seems Matlab2019b tries to construct a dense matrix from the sparse. While this code will work on Matlab2018b.

Anyone can help for that, please? Thanks

Answer 1

[Steve Grikschat]

This is a bug in optimoptions in R2019b. Thanks for reporting this!

As a workaround until it is fixed, you can use optimset

options = optimset('Display','iter','JacobPattern',J,'Algorithm','trust-region','SubproblemAlgorithm','cg');

======== Update ==========

Note, this bug is fixed in R2020a and later releases.

[pradeep kumar]

'optimset' is not working in place of 'optimoptions'

[Steve Grikschat]

Does the line of code above not work? What is the error?

Do you have Optimization Toolbox? If not, then the line above will not work.

[Alan Weiss]

The syntax for optimset is a little different than optimoptions. Did you try the code as Steve wrote it? This works for me:

J = speye(1e5);
options = optimset('Display','iter','JacobPattern',J,'Algorithm','trust-region','SubproblemAlgorithm','cg');

Alan Weiss

MATLAB mathematical toolbox documentation