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fmincon has 4 algorithm options: 'interior-point', 'trust-region-reflective', 'sqp', 'active-set'. Is OptimTraj capable of using any of these 4 NLP algorithms? Does OptimTraj default to use the default fmincon algorithm 'interior-point'? about optimtraj HOT 1 CLOSED

matthewpeterkelly avatar matthewpeterkelly commented on September 11, 2024 1
fmincon has 4 algorithm options: 'interior-point', 'trust-region-reflective', 'sqp', 'active-set'. Is OptimTraj capable of using any of these 4 NLP algorithms? Does OptimTraj default to use the default fmincon algorithm 'interior-point'?

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Comments (1)

MatthewPeterKelly avatar MatthewPeterKelly commented on September 11, 2024

Good Question!

The default options for all OptimTraj problems are set in getDefaultOptions.m. Right now, they always select the default FMINCON solver, which is interior-point. This is intentional.

Let's look at the FMINCON page on algorithm selection. There are four algorithms. Of these algorithms, sqp and active-set are not good for trajectory optimization, as they are only for small and medium scale problems. Trajectory optimization creates large sparse problems. Of the remaining two algorithms, the trust-region-reflective requires a gradient, and only works for some constraints. Thus, it cannot handle all problems coming from OptimTraj. The final solver, interior-point, handles all problems, and thus is the most desirable choice.

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