Speed of Implementation

[Hamide Zebardast]

Hi,

I am using trustregion , steepestdescent and rlbfgs methods to implement my algorithm. But, the speed of convergence decreases with increasing the dimension of the problem. Do you have any other MATLAB code that implemented faster? 

Best

[Nicolas Boumal]

Hello,

You can also try conjugategradient, and for all solvers you can try tuning the many parameters to see if something helps for your particular application.

Best,

Nicolas