Changing the default tolerance for fmincon

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Del
Del 2013-2-16
编辑： Rahul Bhadani 2021-1-4
I am doing a computation using fmincon, and it says tolfun=1e-06 and options.TolCon = 1e-06. I am trying to have a tolerance of 10^-20 instead.
I guess my question is,how do I change the tolerance for fmincon?

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采纳的回答

Walter Roberson
Walter Roberson 2013-2-16
options = optimset('TolCol', 1e-6);
fmincon(....., options)

更多回答（2 个）

Brian B
Brian B 2013-2-16
You can pass an options structure to fmincon. You create the structure using optimset.
  2 个评论
Ehsan Khorsandnejad
Ehsan Khorsandnejad 2018-4-5
When I use this code fmincon(....., options), I get the following error:
Error using optimfcnchk (line 91) NONLCON must be a function.
Error in fmincon (line 410) confcn = optimfcnchk(NONLCON,'fmincon',length(varargin),funValCheck,flags.gradconst,false,true);
Error in Fitting_EIS_RQ_RC (line 39) x_final = fmincon(f,x_initial,[],[],[],[],[0,0,0,0,0,0,0,0],[10^4,10^4,10^4,10^4,10^4,10^4,10^4,1], options);
Steven Lord
Steven Lord 2018-4-5
You missed specifying [] for the nonlcon input between ub and the options structure.
x_final = fmincon(f,x_initial,... % fun, x0
[],[],[],[], ... % A, b, Aeq, beq
[0,0,0,0,0,0,0,0], ... % lb
[10^4,10^4,10^4,10^4,10^4,10^4,10^4,1], ... % ub
options); % this should be nonlcon, options
Make that last line:
[], options);

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Alan Weiss
Alan Weiss 2013-2-19
编辑：John Kelly 2014-6-3
Seting a tolerance of 1e-20 is the same as disabling that tolerance, or setting it to 0. See the documentation of tolerances.
Alan Weiss
MATLAB mathematical toolbox documentation

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