Hi to everyone,
I'm trying to solve a non linear opt problem with fmincon.
After some iteration the optimizer keeps going up in terms of fobj value. All the constraints are satisfied.
How is this possible?
Also, I have 2009 variables to optimize, and severals non linear constraints. Is there a different solver to use in order to speed up the convergence? Both
@fobj and @nlcon are at their minimun in terms of time.
Thanks in advance