Can I set the bandwidth of the preconditioner in the fmincon interior point algorithm pcg step?

I am solving a nonlinear constrained optimization problem using fmincon interior point algorithm and I am specifying conjugate gradient algorithm to solve the subproblem. Can we set 'PrecondBandWidth' to something other than 0? or this 'PrecondBandWidth is only avaiable to trust region reflective?

Thanks

Kaiwen

Answer 1

[Walter Roberson]

PrecondBandWidth is only for Trust region reflective.

If you look at https://www.mathworks.com/help/optim/ug/fmincon.html#busog7r-options notice that it is listed only for trust-region

[Kaiwen Yang]

Yeah. But if interior point algorithm take a cg step, why setting bandwidth is not there for an option...?

[Walter Roberson]

I have no information about that, sorry.

[Kaiwen Yang]

Thank you anyway for your quick response!