Setting optimality tolerance for fminunc

I want to set the optimality tolerance for the fminunc function using optimoptions. Based on the documentation (<http://uk.mathworks.com/help/optim/ug/optimoptions.html)>, I have tried this:

     options = optimoptions(@fminunc, 'OptimalityTolerance', 1e-10);

However, this gives me the following error:

     Error using optimoptions (line 105)
     'OptimalityTolerance' is not an option for FMINUNC.

Furthermore, when I check the default option values for fminunc using

     options = optimoptions('fminunc')

then optimality tolerance is not listed at all.

Does anyone have an idea why this might be? I should note that I am running Matlab 2015b - perhaps this has to do with the version I am using?

Answer 1

[Alan Weiss]

Yes, indeed. R2016a is where OptimalityTolerance was introduced. More information is in the Current and Legacy Option Name Tables.

Alan Weiss

MATLAB mathematical toolbox documentation

[Clio Korn]

Thank you - much appreciated.