Hello every one,
I am using the fmincon and patternsearch local search algorithms provided in Matlab as black-box local optimsers, however they are really time consuming, I am working on very large datasets.
Could anyone please tell me if there is a way to improve their speed (apart from modifying the default options)? Or is there a faster local search algorithm?
PS: the nature of the objective function landscape is not available, and all I have as constraint on variables is the lower and upper bounds.
Thank you in advance