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Bug was fixed in delta criterion

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Delta criterion didn't work properly. Please, consider fix to add
This commit is contained in:
Kostyukov 2017-06-02 14:59:56 +03:00 committed by GitHub
parent 57678b188a
commit c16297a59e
1 changed files with 2 additions and 2 deletions
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4
lib/lbfgs.c
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@ -510,7 +510,7 @@ int lbfgs(
/*
Test for stopping criterion.
The criterion is given by the following formula:
(f(past_x) - f(x)) / f(x) < \delta
|(f(past_x) - f(x))| / f(x) < \delta
*/
if (pf != NULL) {
/* We don't test the stopping criterion while k < past. */
@ -519,7 +519,7 @@ int lbfgs(
rate = (pf[k % param.past] - fx) / fx;
/* The stopping criterion. */
if (rate < param.delta) {
if (fabs(rate) < param.delta) {
ret = LBFGS_STOP;
break;
}