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Defining a stopping criterion for fmincon

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Matthew Hunt 2020-3-4

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回答： Sai Bhargav Avula 2020-3-26

采纳的回答： Sai Bhargav Avula

I am looking at an optimisation problem with the following objective function:

Here,

is some data and and

is a function which I want to find the values of X for which I is a minimum. Now I thought I would have to set the following:

options = optimset('TolFun',1e-3);

problem = createOptimProblem('fmincon','x0',X_old,'objective',fun,'lb',LB,'ub',UB,'options',options);

Is this the right thing to do?

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Sai Bhargav Avula 2020-3-26

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Hi,

Yes, you can use optimset. You can directly use fmincon istead of createOptimProblem(but both work the same).

Hope this helps!

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