Comments (3)
... and modify DefaultSettings() to set it appropriately, e.g., DefaultSettings() could/should take FunctionInfo and set GradientAbsTol to 0 and FunctionRelTol > 0 for functions that do not evaluate the gradient.
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Comment by @btracey copied from #34
We may need some kind of interface for FunctionRelTol like we do for Recorder. There are so many different ways to implement that kind of convergence. The most common would be that you haven’t seen an improvement of eps in Y evaluations, but there are many such flavors. I would imagine there is a big overlap between this and a future Global optimization function, where the only reasonable global convergence metrics have to do with the number of function evaluations and the last time that significant improvement has been seen. It’s worth thinking about that when doing the design.
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Related Issues (20)
- Change from Function et al. interfaces + magic to input functions struct HOT 5
- Clearly define meaning of the various iteration types HOT 5
- Make optimize silent by default
- Method does not need ProblemInfo HOT 1
- LinesearchMethod.Iterate() is subtly wrong HOT 6
- Better name for ErrNonNegativeStepDirection
- Linesearchers should check function value before asking for gradient HOT 8
- Linesearchers should test function decrease to within a tolerance HOT 2
- Pass a copy of X to evaluation routines HOT 2
- Change the order of arguments for evaluation routines like Grad() and Hess()
- Remove Linesearcher.Finished()
- Change FunConst and GradConst to DecreaseFactor and CurvatureFactor
- [question] MajorIterations settings HOT 4
- optimize: curve-fitting - implement Levenberg-Marquardt algorithm (damped least-squares) HOT 7
- optimize: Add CMA-ES optimization algorithm HOT 3
- optimize: Repo description should not end with a "." HOT 4
- optimize: NewPrinter should accept an io.Writer HOT 1
- optimize: allow constrained optimization HOT 6
- Update of OptLoc on every iteration causes flaky optimization runs HOT 11
- Statuser docs are not accurate
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