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Topic: fmincon tolfun tolx and tolcon question/clarification
Replies: 4   Last Post: Jan 28, 2013 10:48 AM

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 Steven Lord Posts: 18,038 Registered: 12/7/04
Re: fmincon tolfun tolx and tolcon question/clarification
Posted: Jan 24, 2013 9:53 AM

"Jesse Sipple" <jesse.sipple@tufts.edu> wrote in message
news:kdrfjg\$h5j\$1@newscl01ah.mathworks.com...
> Alan_Weiss <aweiss@mathworks.com> wrote in message
> <kdrca6\$33a\$1@newscl01ah.mathworks.com>...

>> On 1/23/2013 9:08 PM, Jesse Sipple wrote:

*snip*

>> Take a look at the documentation of tolerances:
>> http://www.mathworks.com/help/optim/ug/setting-options.html#brhv4_o-1
>>
>> Alan Weiss
>> MATLAB mathematical toolbox documentation

>
> Thanks for responding so quickly!
>
> I've looked at that documentation before but I looked at it again and it
> is still unclear.
>
> From studying that and looking at some more descriptions in optimtool, it
> seems that TolCon is the constraint for the nonlinear constraints (c(x) >
> TolCon or |ceq(x)| > TolCon).

If I recall correctly (and I'm sure Alan will correct me if I don't) TolCon
applies not just to the nonlinear constraints but also the linear
constraints (A and b, Aeq and beq.) It may even apply to violations of the
upper and lower bounds; I don't remember if those "count" as constraints.

> However, in this problem I do not have any nonlinear constraints (in the
> syntax for fmincon I place [] where the nonlinear constraints would be) so
> why is the stopping criteria detailed message saying that the optimization
> has stopped due to criteria involving TolCon when I have no nonlinear
> constraints? Or is it just including TolCon in the output message since,
> as described in the website you provided, TolCon is more of a secondary
> tolerance and won't halt an optimization unless another tolerance is met?
>
> Also, in the documentation it refers to "eps" (...Generally set tolerances
> such as TolFun and TolX to be well above eps...), what does eps mean here?

The EPS function.

http://www.mathworks.com/help/matlab/ref/eps.html

--
Steve Lord
slord@mathworks.com