Add Stopping Criteria - Githubissues

aalto-ics-kepaco / msms_rt_ssvm

Implementation of the LC-MS²Struct model published in the manuscript "Joint structural annotation of small molecules using liquid chromatography retention order and tandem mass spectrometry data" by Bach et al.

MIT License

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Add Stopping Criteria #11

Open bachi55 opened 3 years ago

bachi55 commented 3 years ago

... for example relative duality gap.

bachi55 commented 3 years ago

The duality gap can be computed using the following formula:

< s - a, grad f(a) >

s is the update direction
a is the dual variable vector
grad f(a) is the gradient of the dual objective function

For a particular block i we solve this problem during the line-search. However, we need to get the update direction s for all blocks to calculate the duality gap.