set tolerence for fmincon in matlab

To set tolerance for fmincon in Matlab, you can use the optimset function to create an options structure, and then set the desired tolerances in the options structure. Here's an example code snippet:

main.m
% Define the objective function and initial guess
objfun = @(x) x(1)^2 + x(2)^2;
x0 = [1; 1];

% Create an options structure and set tolerances
options = optimset('TolX', 1e-6, 'TolFun', 1e-6);

% Call fmincon with the options structure
[x, fval] = fmincon(objfun, x0, [], [], [], [], [], [], [], options);
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In this example, we create an options structure using optimset, and set the TolX and TolFun options to 1e-6. These options specify the desired tolerances for the optimization algorithm. We then pass the options structure to fmincon as the last argument.

This will run fmincon until the change in x and the change in the function value are both less than 1e-6. You can adjust these tolerances to suit your specific problem.