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convergence criteria #808

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vinamrabenara opened this issue Apr 21, 2021 · 0 comments
Open

convergence criteria #808

vinamrabenara opened this issue Apr 21, 2021 · 0 comments

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@vinamrabenara
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vinamrabenara commented Apr 21, 2021 •
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breeze/math/src/main/scala/breeze/optimize/FirstOrderMinimizer.scala

Line 240 in 31e9a79

if (info.length >= 2 && (state.adjustedValue - info.max).abs <= tolerance * (if (relative) state.initialAdjVal.abs

I am not able to understand this convergence criteria ^ . Could someone point me to any online resource that might explain this. Is this a standard convergence check? What does it actually check. I did not find any similar implementaion in other optimization packages.
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