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
63 stars 13 forks source link

Add unit test for degeneracy when the Cauchy point brings us to optimality in the quasi-Newton step #21

Closed josyoun closed 8 years ago

josyoun commented 9 years ago

When the Cauchy point brings us to optimality in the quasi-Newton step, we can't hit our stopping criteria for the quasi-Newton step, so we bail. We need to add a test that verifies this functionality.

josyoun commented 8 years ago

In theory, this can't happen anymore due to an update on commit 17f7e12817aaa228dae6e0e8d4e73f43094cdb28, which checks explicitly if the Cauchy point brings us to optimality.