Message-ID: <CAHYf9PmA116OPnYra9a0O-RFS8boce6sWxnEwzCm=OSV=aCTXw@mail.gmail.com>
Date: 2012-11-05T15:48:24Z
From: Mauricio Zambrano-Bigiarini
Subject: relative convergence in 'optim'
Dear list,
I have a question related to the correct interpretation of the
relative convergence criterion used by 'optim'.
In the help of the function is it written that:
"reltol:Relative convergence tolerance. The algorithm stops if it is
unable to reduce the value by a factor of reltol * (abs(val) + reltol)
at a step."
and I was wondering if the previous criterion is equivalent to:
abs( val [iter] - val[iter-1] ) / val [iter-1] <= reltol * ( abs( val
[iter] ) + reltol )
OR
abs( val [iter] / val [iter-1] ) <= reltol * ( abs( val [iter] ) + reltol )
OR
abs( val [iter] - val [iter-1] ) <= reltol * ( abs( val [iter] ) + reltol )
Thanks in advance for any help,
Mauricio Zambrano-Bigiarini
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Water Resources Unit
Institute for Environment and Sustainability
Joint Research Centre, European Commission
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