Using relative tolerance with fmincon
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As per the following post, the tolerances for fmincon are absolute. I would like to know if I can use relative tolerances, which is useful if the optimization parameters have different scales. If this is not possible, shall I scale the parameters manually? Or use the ScaleProblem option?
Catalytic on 28 Sep 2019
Can you please update the document that stated that tolerances are absolute (it was posted by MATLAB staff)?
No, we cannot. Only Matlab staff can update things posted by Matlab staff.