03 March 2015 4 8K Report

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

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