Defining a stopping criterion for fmincon
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I am looking at an optimisation problem with the following objective function:
![](https://www.mathworks.com/matlabcentral/answers/uploaded_files/275026/image.png)
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:
![](https://www.mathworks.com/matlabcentral/answers/uploaded_files/275027/image.png)
![](https://www.mathworks.com/matlabcentral/answers/uploaded_files/275028/image.png)
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?
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