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In the penalty method we currently use the same tolerance for all instances of the inner solver. We can start with a higher tolerance, epsilon_0, and decrease it by multiplying by a 0<beta<1 (e.g., 0.1) until it reaches the target tolerance. Overall, this might save iterations in some cases.
This should be optional (for now) by setting the default initial tolerance equal to the target tolerance and allow the user to override this. We can later see whether it improves things and determine a meaningful initial tolerance and update parameter.
The text was updated successfully, but these errors were encountered:
In the penalty method we currently use the same tolerance for all instances of the inner solver. We can start with a higher tolerance,
epsilon_0
, and decrease it by multiplying by a0<beta<1
(e.g., 0.1) until it reaches the target tolerance. Overall, this might save iterations in some cases.This should be optional (for now) by setting the default initial tolerance equal to the target tolerance and allow the user to override this. We can later see whether it improves things and determine a meaningful initial tolerance and update parameter.
The text was updated successfully, but these errors were encountered: