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Using relative tolerance with fmincon

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Hesham
Hesham 2019-9-28
回答： Catalytic 2019-9-28
Hi
As per the following post, the tolerances for fmincon are absolute. I would like to know if I can use relative tolerances, which is useful if the optimization parameters have different scales. If this is not possible, shall I scale the parameters manually? Or use the ScaleProblem option?
https://www.mathworks.com/matlabcentral/answers/93068-how-do-the-tolerances-work-in-the-optimization-toolbox
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Hesham
Hesham 2019-9-28
The following document gives more information, but it actually contradicts with the previous one.
https://www.mathworks.com/help/optim/ug/tolerance-details.html?s_tid=answers_rc2-1_p4_MLT
Can you please update the document that stated that tolerances are absolute (it was posted by MATLAB staff)?

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回答（1 个）

Catalytic
Catalytic 2019-9-28
Can you please update the document that stated that tolerances are absolute (it was posted by MATLAB staff)?
No, we cannot. Only Matlab staff can update things posted by Matlab staff.

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