Is the convergence the condition for OPTMUM the same max relative gradient as on page 5 of Schoenberg paper (2001)?
1 Answer
0
Here is a verbose version of the convergence criteria for Optmum.
_opgtol = 1e-5;
// Model parameters
x = { 1.5349650,
0.12200957,
1.9751564,
1.4129555 };
// Function value
fmin = -2.1746596;
// Gradient
g = { 7.1666509e-11,
1.2021525e-09,
-2.9703797e-10,
1.0380661e-10 };
// Replace any negative values of 'x'
// with their absolute value. If any of these
// are less than 1, replace them with 1.
x_conv = maxv(abs(x), 1);
fmin_conv = maxv(abs(fmin), 1);
conv_cmp = (abs(g) .* x_conv) ./ fmin_conv;
if conv_cmp < _opgtol;
print "we have converged!";
endif;
Your Answer
1 Answer
0
Here is a verbose version of the convergence criteria for Optmum.
_opgtol = 1e-5;
// Model parameters
x = { 1.5349650,
0.12200957,
1.9751564,
1.4129555 };
// Function value
fmin = -2.1746596;
// Gradient
g = { 7.1666509e-11,
1.2021525e-09,
-2.9703797e-10,
1.0380661e-10 };
// Replace any negative values of 'x'
// with their absolute value. If any of these
// are less than 1, replace them with 1.
x_conv = maxv(abs(x), 1);
fmin_conv = maxv(abs(fmin), 1);
conv_cmp = (abs(g) .* x_conv) ./ fmin_conv;
if conv_cmp < _opgtol;
print "we have converged!";
endif;