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Re-introduce tolerances to optimization solvers. #27

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jf514 opened this issue Jul 26, 2024 · 0 comments
Open
2 tasks

Re-introduce tolerances to optimization solvers. #27

jf514 opened this issue Jul 26, 2024 · 0 comments
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@charles-zhng

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jf514 commented Jul 26, 2024

Tolerances were used in a previous implementation of the optimizer (LBFGS), but aren't currently used. (Currently solvers are using default tolerance of 1e-3) This is possibly inefficient and should be changed.

Under the hood, both ProjectedGradient & OptaxSolver use a tolerance of 1e-3.

ProjectedGradient
OptaxSolver

Todo

  • Restore tolerances to be used in solver
  • Give appropriate units to tolerances so that tolerances can be scaled appropriately.
@charles-zhng charles-zhng self-assigned this Jul 26, 2024
@charles-zhng charles-zhng mentioned this issue Aug 5, 2024
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