What does TolCon do when using SQP in fmincon?

Hi

I'm doing a NLP optimization of a Simulink model. I am using fmincon with the sqp solver.

I just wanted to find out what the 'TolCon' property does in the options? For example, if I supply an x0 which satisfies the constraints, is the feasibility of the solutions measured against this by a relative measure? Or is it absolute an absolute measure?

Thanks in advance, Amir

Answer 1

[Matt J]

I always understood it to be an absolute measure. There is no authoritative documentation on this unfortunately. If you see an absolute violation greater than TolCon, I guess you know that it's a relative measure.

[Amir Patel]

Hi Matt

The solutions seem to be exceeding the absolute constraint value when I select it to be 1 and start it from a feasible x0.

So, I guess it must be relative? It would be great if this was documented better.

[Matt J]

Do the output diagnostic messages claim that TolCon was satisfied? It's always possible fmincon just didn't converge.