Fmincon in matlab running out of memory -

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i using matlab's fmincon optimize objective function l2 norm between 2 vectors. there inequality constraint l2 norm between vector optimized , other constance vector. number of parameters size of vector trying minimize in l2 sense.

|| m*s - s ||_2 s.t. ||s-t||_2 < epsilon

m constant matrix, t constant vectors , epsilon constant.

so problem me s huge. can have anywhere 400 20000 variables. fmincon runs out of memory when internally trying store matrices. there way solve problem ?

thanks !

when run fmincon, should consider adding set of options. @ optimset, :

opti = optimset('maxiter',1000)

or checkout optimization options.

then 

get_val = fmincon(... , opti)

if doesn't work should post code


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