Trying to set up a minimum value to 'objective function value' using fmincon on Optimization Toolbox
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Hello there,
I'm starting to learn about MATLAB optimization methods.
I'm trying the Optimization Toolbox to minimize a predefined fuction using 'fmincon'.
I understand that the solver will minimize my function value as much as possible, taking into consideration my constrains.
But, is there any way to set up a minimum value to the 'objective function value'?
As you can see on the attached file, I'm trying to stop the iterations at value 0.01.
Thanks in advance.
-Vinicius
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Walter Roberson
2017-3-27
1 个投票
If you are using sqp or sqp legacy or active set, then you can specify an ObjectiveLimit option.
https://www.mathworks.com/help/optim/ug/fmincon.html#inputarg_options
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Andrea Longobardi
2019-5-24
编辑：Andrea Longobardi
2019-5-24
And what about other optimization methods? Is there a way to specify it for e.g. pattern search or any other global optimization method? Thank you in advance for your answer!
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