# Convergence criterion in op3.1

Is the convergence the condition for OPTMUM the same max relative gradient as on page 5 of Schoenberg paper (2001)?

0

Here is a verbose version of the convergence criteria for Optmum.

_opgtol = 1e-5;

// Model parameters
x = {    1.5349650,
0.12200957,
1.9751564,
1.4129555 };

// Function value
fmin = -2.1746596;

g = {   7.1666509e-11,
1.2021525e-09,
-2.9703797e-10,
1.0380661e-10 };

// Replace any negative values of 'x'
// with their absolute value. If any of these
// are less than 1, replace them with 1.
x_conv = maxv(abs(x), 1);
fmin_conv = maxv(abs(fmin), 1);

conv_cmp = (abs(g) .* x_conv) ./ fmin_conv;

if conv_cmp < _opgtol;
print "we have converged!";
endif;

aptech

1,773

0

Here is a verbose version of the convergence criteria for Optmum.

_opgtol = 1e-5;

// Model parameters
x = {    1.5349650,
0.12200957,
1.9751564,
1.4129555 };

// Function value
fmin = -2.1746596;

g = {   7.1666509e-11,
1.2021525e-09,
-2.9703797e-10,
1.0380661e-10 };

// Replace any negative values of 'x'
// with their absolute value. If any of these
// are less than 1, replace them with 1.
x_conv = maxv(abs(x), 1);
fmin_conv = maxv(abs(fmin), 1);

conv_cmp = (abs(g) .* x_conv) ./ fmin_conv;

if conv_cmp < _opgtol;
print "we have converged!";
endif;