Memory Comsumption of fmincon

[lsqshr]

fmincon now takes too much memory which put a huge barrier for large-scale experiments

solution 1: change 'fmincon' to large-scale version 'FMINCON' http://www.mathworks.com.au/matlabcentral/newsreader/view_thread/70675

solution 2: find the memory consuming part and optimise the code This may be due to the huge matrix of the constraints

solution 3: try to make a cuda version of this process

[lsqshr]

http://stackoverflow.com/questions/5627613/fmincon-in-matlab-running-out-of-memory

It said that a user supplied hessian matrix would help.