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Re: fmincon tolfun tolx and tolcon question/clarification
Posted:
Jan 28, 2013 10:48 AM


"Steven_Lord" <slord@mathworks.com> wrote in message <kdrhsr$qga$1@newscl01ah.mathworks.com>... > "Jesse Sipple" <jesse.sipple@tufts.edu> wrote in message > news:kdrfjg$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/settingoptions.html#brhv4_o1 > >> > >> 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. >
*snip*
So I ran a test to see if TolCon had an effect on the optimization, the first round I left it as the default value of TolCon=1e6 and recorded how long the optimization took and then changed only TolCon to 1e16 and ran the same problem and the results took 7.5 times longer with slightly different values found.
But again, I have set no constraints (A, b, Aeq, Beq, nonlcon = []) other than lower and upper bounds (lb,ub) which my values are nowhere near so I'm unsure why changing TolCon is causing such a difference in the optimization.



