JuliaSmoothOptimizers / JuliaSmoothOptimizers/RegularizedOptimization.jl
Set inner tolerances based on outer tolerances
Open
- Dominant language
- Julia
- Stars
- 21
- Forks
- 11
- PR merge metrics
- No merged PRs in 30d
Description
https://github.com/JuliaSmoothOptimizers/RegularizedOptimization.jl/blob/3ddb3efa068c2031271b669a630a3feb46d3a67f/src/TR_alg.jl#L176
@geoffroyleconte I think the explicit 1.0e-5 and 1.0e-2 in the line above should be based on the outer solver's absolute and relative tolerances. Why solve the subproblem more accurately than the problem itself? Since we use eps_a = 1.0e-3 in the experiments, the 1.0e-5 here may be too demanding.
Contributor guide
Assessment
This issue has not been assessed yet.