What does TolCon do when using SQP in fmincon?

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Amir Patel
Amir Patel 2014-3-11
编辑： Matt J 2014-3-11
Hi
I'm doing a NLP optimization of a Simulink model. I am using fmincon with the sqp solver.
I just wanted to find out what the 'TolCon' property does in the options? For example, if I supply an x0 which satisfies the constraints, is the feasibility of the solutions measured against this by a relative measure? Or is it absolute an absolute measure?
Thanks in advance, Amir

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Matt J
Matt J 2014-3-11
I always understood it to be an absolute measure. There is no authoritative documentation on this unfortunately. If you see an absolute violation greater than TolCon, I guess you know that it's a relative measure.
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Amir Patel
Amir Patel 2014-3-11
Hi Matt
The solutions seem to be exceeding the absolute constraint value when I select it to be 1 and start it from a feasible x0.
So, I guess it must be relative? It would be great if this was documented better.
Matt J
Matt J 2014-3-11
编辑：Matt J 2014-3-11
Do the output diagnostic messages claim that TolCon was satisfied? It's always possible fmincon just didn't converge.

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