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jolars / slopecd

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feat: add convergence monitor #38

Closed jolars closed 2 years ago

jolars commented 2 years ago

feat: add convergence monitor

This PR adds a class ConvergenceMonitor to monitor convergence for all the solvers in a uniform way.

One debatable issue is that it computes the residual vector inside the object. You could argue that this disadvantages methods (PGD, CD) that work directly with the residual vector, but on the other hand you might say that not doing it would be unfair to other methods (ADMM, NewtALM) that don't need to compute the residual vector at all.

Klopfe commented 2 years ago

I think this is a nice addition! Thanks @jolars. I will start investigating some behavior observed on the benchopt repo with this ConvergenceMonitor Class