Defining a stopping criterion for fmincon
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Matthew Hunt on 4 Mar 2020
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?