Stopping Criteria

Stopping criteria are implemented as a functor, i.e. inherit from the base type

Manopt.StoppingCriterionType
StoppingCriterion

An abstract type for the functors representing stopping criteria, i.e. they are callable structures. The naming Scheme follows functions, see for example StopAfterIteration.

Every StoppingCriterion has to provide a constructor and its function has to have the interface (p,o,i) where a Problem as well as Options and the current number of iterations are the arguments and returns a Bool whether to stop or not.

By default each StoppingCriterion should provide a fields reason to provide details when a criterion is met (and that is empty otherwise).

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They can also be grouped, which is summarize in the type of a set of criteria

Manopt.StoppingCriterionSetType
StoppingCriterionGroup <: StoppingCriterion

An abstract type for a Stopping Criterion that itself consists of a set of Stopping criteria. In total it acts as a stopping criterion itself. Examples are StopWhenAny and StopWhenAll that can be used to combine stopping criteria.

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Then the stopping criteria s might have certain internal values to check against, and this is done when calling them as a function s(p::Problem, o::Options), where the Problem and the Options together represent the current state of the solver. The functor returns either false when the stopping criterion is not fulfilled or true otherwise. One field all criteria should have is the s.reason, a string giving the reason to stop, see get_reason.

Stopping Criteria

The following generic stopping criteria are available. Some require, that for example the corresponding Options have a field gradient when the criterion should check that.

Further stopping criteria might be available for individual Solvers.

Manopt.StopAfterType
StopAfter <: StoppingCriterion

store a threshold when to stop looking at the complete runtime. It uses time_ns() to measure the time and you provide a Period as a time limit, i.e. Minute(15)

Constructor

StopAfter(t)

initialize the stopping criterion to a Period t to stop after.

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Manopt.StopAfterIterationType
StopAfterIteration <: StoppingCriterion

A functor for an easy stopping criterion, i.e. to stop after a maximal number of iterations.

Fields

  • maxIter – stores the maximal iteration number where to stop at
  • reason – stores a reason of stopping if the stopping criterion has one be reached, see get_reason.

Constructor

StopAfterIteration(maxIter)

initialize the stopafterIteration functor to indicate to stop after maxIter iterations.

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Manopt.StopWhenAllType
StopWhenAll <: StoppingCriterion

store an array of StoppingCriterion elements and indicates to stop, when all indicate to stop. The reason is given by the concatenation of all reasons.

Constructor

StopWhenAll(c::NTuple{N,StoppingCriterion} where N)
StopWhenAll(c::StoppingCriterion,...)
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Manopt.StopWhenAnyType
StopWhenAny <: StoppingCriterion

store an array of StoppingCriterion elements and indicates to stop, when any single one indicates to stop. The reason is given by the concatenation of all reasons (assuming that all non-indicating return "").

Constructor

StopWhenAny(c::NTuple{N,StoppingCriterion} where N)
StopWhenAny(c::StoppingCriterion...)
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Manopt.StopWhenChangeLessType
StopWhenChangeLess <: StoppingCriterion

stores a threshold when to stop looking at the norm of the change of the optimization variable from within a Options, i.e get_iterate(o). For the storage a StoreOptionsAction is used

Constructor

StopWhenChangeLess(ε[, a])

initialize the stopping criterion to a threshold ε using the StoreOptionsAction a, which is initialized to just store :Iterate by default.

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Manopt.StopWhenCostLessType
StopWhenCostLess <: StoppingCriterion

store a threshold when to stop looking at the cost function of the optimization problem from within a Problem, i.e get_cost(p,get_iterate(o)).

Constructor

StopWhenCostLess(ε)

initialize the stopping criterion to a threshold ε.

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Manopt.StopWhenStepsizeLessType
StopWhenStepsizeLess <: StoppingCriterion

stores a threshold when to stop looking at the last step size determined or found during the last iteration from within a Options.

Constructor

StopWhenStepsizeLess(ε)

initialize the stopping criterion to a threshold ε.

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Functions for Stopping Criteria

There are a few functions to update, combine and modify stopping criteria, especially to update internal values even for stopping criteria already being used within an Options structure.

Base.:&Method
&(s1,s2)
s1 & s2

Combine two StoppingCriterion within an StopWhenAll. If either s1 (or s2) is already an StopWhenAll, then s2 (or s1) is appended to the list of StoppingCriterion within s1 (or s2).

Example

a = StopAfterIteration(200) & StopWhenChangeLess(1e-6)
b = a & StopWhenGradientNormLess(1e-6)

Is the same as

a = StopWhenAll(StopAfterIteration(200), StopWhenChangeLess(1e-6))
b = StopWhenAll(StopAfterIteration(200), StopWhenChangeLess(1e-6), StopWhenGradientNormLess(1e-6))
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Base.:|Method
|(s1,s2)
s1 | s2

Combine two StoppingCriterion within an StopWhenAny. If either s1 (or s2) is already an StopWhenAny, then s2 (or s1) is appended to the list of StoppingCriterion within s1 (or s2)

Example

a = StopAfterIteration(200) | StopWhenChangeLess(1e-6)
b = a | StopWhenGradientNormLess(1e-6)

Is the same as

a = StopWhenAny(StopAfterIteration(200), StopWhenChangeLess(1e-6))
b = StopWhenAny(StopAfterIteration(200), StopWhenChangeLess(1e-6), StopWhenGradientNormLess(1e-6))
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Manopt.are_these_stopping_critera_activeMethod
are_these_stopping_critera_active(c::StoppingCriterion, cond)

Return true if any criterion from the given set is both active and fulfils the given condition cond (cond(c) returns true).

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Manopt.get_active_stopping_criteriaMethod
get_active_stopping_criteria(c)

returns all active stopping criteria, if any, that are within a StoppingCriterion c, and indicated a stop, i.e. their reason is nonempty. To be precise for a simple stopping criterion, this returns either an empty array if no stop is indicated or the stopping criterion as the only element of an array. For a StoppingCriterionSet all internal (even nested) criteria that indicate to stop are returned.

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Manopt.update_stopping_criterion!Method
update_stopping_criterion!(c::Stoppingcriterion, s::Symbol, v::value)
update_stopping_criterion!(o::Options, s::Symbol, v::value)
update_stopping_criterion!(c::Stoppingcriterion, ::Val{Symbol}, v::value)

Update a value within a stopping criterion, specified by the symbol s, to v. If a criterion does not have a value assigned that corresponds to s, the update is ignored.

For the second signature, the stopping criterion within the Options o is updated.

To see which symbol updates which value, see the specific stopping criteria. They should use dispatch per symbol value (the third signature).

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