How to interpret TolCon of the function fmincon?
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Hey everyone,
I am using a code that estimates a seasonal ARIMA process and I have set the value of TolCon to 1e-12. Despite my internet research I am failing to interpret this value though. What does TolCon mean? Could you maybe give me an example what it does? I understand it means Tolerance Constraint and is an upper bound for the constraint violation... but I fail to see what exactly this means in my seasonal arima case and what matlab needs it for....
Thanks a lot!!!
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