I am not able to understand this convergence criteria ^ . Could someone point me to any online resource that might explain this. Is this a standard convergence check? What does it actually check. I did not find any similar implementaion in other optimization packages.
https://github.com/scalanlp/breeze/blob/31e9a796e3a978852b5d282b650a8699eeac2dab/math/src/main/scala/breeze/optimize/FirstOrderMinimizer.scala#L240
I am not able to understand this convergence criteria ^ . Could someone point me to any online resource that might explain this. Is this a standard convergence check? What does it actually check. I did not find any similar implementaion in other optimization packages.