Hi all, is this available in pySOT already? From searching in the documentation and previous issues, I could only find two stopping criteria, one based on the maximum number of function evaluations and another on maximum run time.
I would like to stop the search when both my objective and decision variables (norm) do not change (within a tolerance) from one iteration to the next. In my case, sometimes the solver converges within 10 evaluations, other times it takes 20 evaluations, and in the former I would like to obtain an answer after those 10 evaluations since the remaining 10 evaluations may take up to a day to complete.
Thank you.
Hi all, is this available in pySOT already? From searching in the documentation and previous issues, I could only find two stopping criteria, one based on the maximum number of function evaluations and another on maximum run time.
I would like to stop the search when both my objective and decision variables (norm) do not change (within a tolerance) from one iteration to the next. In my case, sometimes the solver converges within 10 evaluations, other times it takes 20 evaluations, and in the former I would like to obtain an answer after those 10 evaluations since the remaining 10 evaluations may take up to a day to complete.
Thank you.