Why is fmincon slower in comparison to other solvers?

Hello everyone.

I was solving an optimization problem using fmincon and IPOPT. I found that fmincon takes more time to compute the optimal solution. Is it because fmincon is written in pure MATLAB over IPOPT that is written in C++ ?.

[Ali Aghaeifar]

I reached to this topic while googling an opposit question, I was running a simple optimization and saw fmincon using interior-point algorithm is faster than IPOPT and was wondering why?

Answer 1

[SaiDileep Kola]

That might be one of the reasons, however you may try Nondefault option of Algorithm as ‘sqp’, which can be sometimes faster.

More info can be found here.