PyLops / pyproximal

PyProximal – Proximal Operators and Algorithms in Python
https://pyproximal.readthedocs.io
GNU Lesser General Public License v3.0
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Stopping criteria for solvers #177

Open mrava87 opened 4 months ago

mrava87 commented 4 months ago

Motivation

PyProximal solvers are currently only stopped when the maximum number of iterations is reached.

It is desirable to introduce stopping criteria to prematurely stop a solver based on some condition. A first attempt at introducing a stopping criterion to ProximalPoint and ProximalGradient based on the change in objective function between two consecutive iterations can be found in https://github.com/PyLops/pyproximal/pull/176

Definition of done

The same criterion should be implemented to all solvers