The recommended way to set options is to use the optimoptions function. For example, to set the fmincon algorithm to sqp, set iterative display, and set a small value of the TolCon tolerance:
options = optimoptions('fmincon',... 'Algorithm','sqp','Display','iter','TolCon',1e-12);
Note: Use optimset instead of optimoptions for the fminbnd, fminsearch, fzero, and lsqnonneg solvers. These are the solvers that do not require an Optimization Toolbox™ license.
Change options as follows:
Dot notation. For example,
options.TolX = 1e-10;
optimoptions. For example,
options = optimoptions(options,'TolX',1e-10);
Ensure that you pass options in your solver call. For example,
[x,fval] = fmincon(@objfun,x0,,,,,lb,ub,@nonlcon,options);
You can also set and change options using the Optimization App.