The forum discussion centers on resolving an "Out of memory" error encountered in MATLAB when using the "fmincon" function for a linear optimization problem involving a large-dimension matrix. The user, identified as CB, is attempting to optimize a function defined by the L1 norm with a matrix PHI derived from a 300x403 random matrix and a 403x24583 Gabor basis dictionary. Suggestions include utilizing sparse matrix functions and ensuring that unnecessary copies of matrices are not created during computation, as the system generates multiple copies of large arrays, exacerbating memory issues.
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OhMyMarkov said:Hello everyone!
I'm trying to solve a linear optimization problem with a large-dimension matrix, MATLAB says memory is full. What to do?
Thanks!
OhMyMarkov said:I'm having the Out of memory error whenever I call "fmincon" as follows:x = fmincon("at"ftest, zeros(24583,1), -eye(24583), zeros(24583,1), PHI, S(:,1,1);Now, ftest is the L1 norm, PHI is the product of two matrices, a sampling 300x403 random matrix and a 403x24583 Gabor basis dictionary. Please note that one of the sampling matrix is in "full" representation while the larger matrix is in "sparse" representation. I also tried making PHI explicitly in sparse format to check but this didn't solve the problem?
It seems that the minimizer expands PHI.
Thank you for your time.
OMM