title: Alternatives to FMINCON
body: <p>Are there any faster and more efficient solvers other than fmincon? I'm using fmincon for a specific problem and I run out of memory for modest sized vector variable. I don't have any supercomputers or cloud computing options at my disposal, either. I know that any alternate solution will still run out of memory but I'm just trying to see where the problem is.</p>
  
  <p>P.S. I don't want a solution that would change the way I'm approaching the actual problem. I know convex optimization is the way to go and I have already done enough work to get up until here.</p>
  
  <p>P.P.S I saw the other question regarding the open source alternatives. That's not what I'm looking for. I'm looking for more efficient ones, if someone faced the same problem adn shifted to a better solver.</p>