convergence_tolerance

Stopping criterion based on objective function convergence

Specification

• Alias: None

• Arguments: REAL

• Default: 1.e-4

Description

The convergence_tolerance specification provides a real value for controlling the termination of iteration.

For optimization, it is most commonly a relative convergence tolerance for the objective function; i.e., if the change in the objective function between successive iterations divided by the previous objective function is less than the amount specified by convergence_tolerance, then this convergence criterion is satisfied on the current iteration.

Therefore, permissible values are between 0 and 1, non-inclusive.

NPSOL defines an internal optimality tolerance which is used in evaluating if an iterate satisfies the first-order Kuhn-Tucker conditions for a minimum. The magnitude of convergence_tolerance approximately specifies the number of significant digits of accuracy desired in the final objective function (e.g., convergence_tolerance = 1.0e-6 will result in approximately six digits of accuracy in the final objective function).