Defining a stopping criterion for fmincon

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I am looking at an optimisation problem with the following objective function:
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:
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?

Accepted Answer

Sai Bhargav Avula
Sai Bhargav Avula on 26 Mar 2020
Yes, you can use optimset. You can directly use fmincon istead of createOptimProblem(but both work the same).
Hope this helps!

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