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Pass on gtol convergence criterion to linesearches that calculate grad(f) #35

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anriseth opened this issue Mar 5, 2017 · 1 comment
Open

Pass on gtol convergence criterion to linesearches that calculate grad(f) #35

anriseth opened this issue Mar 5, 2017 · 1 comment
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@anriseth
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anriseth commented Mar 5, 2017

Morethuente, hagerzhang and strongwolfe all evaluate df.g! or df.fg!, and should thus report return any step that will give g(x+alpha*p) within tolerance from Optim, NLsolve etc.
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anriseth commented Mar 6, 2017

We should probably investigate whether the new step decreases f(x) as well. If not we must decrease the search interval.

@anriseth anriseth mentioned this issue Mar 6, 2017
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