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Using relative tolerance with fmincon

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Hesham
Hesham on 28 Sep 2019
Answered: Catalytic on 28 Sep 2019
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?

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Hesham
Hesham on 28 Sep 2019
The following document gives more information, but it actually contradicts with the previous one.
Can you please update the document that stated that tolerances are absolute (it was posted by MATLAB staff)?

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Answers (1)

Catalytic
Catalytic on 28 Sep 2019
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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