Scaling in built-in function fmincon

I was just wondering if there's any scaling when it comes to the evaluation of tolerances(tolfun,tolx and tolcon) in the code of built-in function fmincon? Also does fmincon scale the objective function value or constraints, variables or any parameters that's affecting the tolerances?

Thanks!

Answer 1

[Matt J]

The cost function and constraints are not scaled. The tolerances are sometimes normalized and sometimes not, see

http://www.mathworks.com/help/matlab/math/setting-options.html#bt00l89-1

http://www.mathworks.com/help/optim/ug/first-order-optimality-measure.html#brhkghv-46

Basically, no definitive documentation to be found on this :-(

[Lutao Xie]

Thanks. I'm looking at the code and trying to see or confirm if there's any scaling in the code or not. The definitions on the website are just too general and I need more detailed information :(

[Alex King]

Hi Lutao, were you able to find anything information about scaling in the code?