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Extra stopping condition based on
grad.dot(delta_x)
. A better way of adding this is to get rid of the dependency on cppopt lib but I'm trying to make minimal changes before the deadline.Reason why this is a reasonable stopping condition:$J = \frac{1}{2}x^TAx - bx$ , the minimizer is $\hat{x}=A^{-1}b$ . If the newton method is used, then $\Delta x = A^{-1}(Ax-b) = x - \hat{x}$ , and $\nabla J \cdot \Delta x = (Ax-b)^T(x-\hat{x})=(x-\hat{x})^TA(x-\hat{x})$ , i.e. the error under $A$ -norm.
Suppose we solve a quadratic minimization