"Steven_Lord" <email@example.com> wrote in message <firstname.lastname@example.org>... > "Jesse Sipple" <email@example.com> wrote in message > news:firstname.lastname@example.org... > > Alan_Weiss <email@example.com> wrote in message > > <firstname.lastname@example.org>... > >> 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. >
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=1e-6 and recorded how long the optimization took and then changed only TolCon to 1e-16 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.