How to interpret TolCon of the function fmincon?

1 visualización (últimos 30 días)

MC3105 el 25 de Nov. de 2014

0
Enlazar

Enlace directo a esta pregunta

https://la.mathworks.com/matlabcentral/answers/164303-how-to-interpret-tolcon-of-the-function-fmincon

Hey everyone,

I am using a code that estimates a seasonal ARIMA process and I have set the value of TolCon to 1e-12. Despite my internet research I am failing to interpret this value though. What does TolCon mean? Could you maybe give me an example what it does? I understand it means Tolerance Constraint and is an upper bound for the constraint violation... but I fail to see what exactly this means in my seasonal arima case and what matlab needs it for....

Thanks a lot!!!