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Optimization.TEPSArray Type
Optimization | Types
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Stores the stopping tests for TR optimization.

Pascal
TEPSArray = array[0..5] of double;
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Description

The eps array contains the stopping tests:

  • eps[0]: Grad < eps[0]
  • eps[1]: ||F(x)|| < eps[1]
  • eps[2]: ||A(x)ij|| < eps[2]
  • eps[3]: ||s|| < eps[3]
  • eps[4]: ||F(x)||- ||F(x) - A(x)s|| < eps[4]
  • eps[5]: trial step precision. If eps[5] = 0, then eps[5] = 1E-10,

where

  • A(x) = the jacobi matrix
  • F(x) = ||y - f(x)||
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