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OptimoJoe / Optizelle

Optizelle [op-tuh-zel] is an open source software library designed to solve general purpose nonlinear optimization problems.
www.optimojoe.com/products/optizelle
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Add unit test for degeneracy when the gradient is in nullspace of the total derivative of the constraints #20

Closed josyoun closed 8 years ago

josyoun commented 9 years ago

Add a unit test for when grad + H dx_n is in the nullspace of the total derivative of the constraints. This projection occurs prior to the truncated Krylov method. In any case, when this gradient is in the null-space, we have a difficult time hitting the stopping tolerances, so we have an extra exit criteria. The criteria is implemented, but we need a test for this feature.

josyoun commented 8 years ago

Added, along with the nullspace projector for truncated-CG counterpart, in commit 845e7e9d7a4f1d89b0d09f9041d5f69827f7c120.