Trying to set up a minimum value to 'objective function value' using fmincon on Optimization Toolbox

Hello there,

I'm starting to learn about MATLAB optimization methods.

I'm trying the Optimization Toolbox to minimize a predefined fuction using 'fmincon'.

I understand that the solver will minimize my function value as much as possible, taking into consideration my constrains.

But, is there any way to set up a minimum value to the 'objective function value'?

As you can see on the attached file, I'm trying to stop the iterations at value 0.01.

Thanks in advance.

-Vinicius

Answer 1

[Walter Roberson]

If you are using sqp or sqp legacy or active set, then you can specify an ObjectiveLimit option.

https://www.mathworks.com/help/optim/ug/fmincon.html#inputarg_options

[Andrea Longobardi]

And what about other optimization methods? Is there a way to specify it for e.g. pattern search or any other global optimization method? Thank you in advance for your answer!