Package de.labathome.trustconstr.interfaces

Interface StoppingCriterion

public interface StoppingCriterion

Termination predicate consulted by the inner SQP loop. Lighter-weight counterpart to GlobalStoppingCriteria for code paths that don't need the barrier-related quantities.

Method Summary

Modifier and Type	Method	Description
boolean	shouldStop(State state, Matrix x, boolean lastIterationFailed, double optimality, double constrViolation, double trustRadius, double penalty, CGInfo cgInfo)

Method Details

shouldStop

boolean shouldStop(State state,
 Matrix x,
 boolean lastIterationFailed,
 double optimality,
 double constrViolation,
 double trustRadius,
 double penalty,
 CGInfo cgInfo)

Parameters:

state - current outer-iteration state

x - current iterate

lastIterationFailed - whether the previous trial step was rejected

optimality - KKT optimality measure

constrViolation - infinity-norm of the constraint residual

trustRadius - current trust-region radius

penalty - current merit-function penalty

cgInfo - info from the projected-CG inner solve

Returns:

true iff the inner loop should terminate