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Stopping criteria for solvers #177

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mrava87 opened this issue Jun 18, 2024 · 0 comments
Open

Stopping criteria for solvers #177

mrava87 opened this issue Jun 18, 2024 · 0 comments

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@mrava87
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mrava87 commented Jun 18, 2024

Motivation

PyProximal solvers are currently only stopped when the maximum number of iterations is reached.

It is desirable to introduce stopping criteria to prematurely stop a solver based on some condition. A first attempt at introducing a stopping criterion to ProximalPoint and ProximalGradient based on the change in objective function between two consecutive iterations can be found in #176

Definition of done

The same criterion should be implemented to all solvers

  • More of such criteria should be implemented (e.g., operating only on one term of an objective function instead of the overall objective function)
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