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 when we exit due to the nominal tolerances being too tight #28

Open josyoun opened 9 years ago

josyoun commented 9 years ago

When we reject both the Newton step and the Cauchy point, we tighten all of our augmented solve tolerances and try again. Sometimes, due to numerical error, these tolerances become essentially zero, which means we can't make progress and need to exit. We currently have a safety check, but we need a unit test to verify it.