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Topic: First order optimality Measure
Replies: 3   Last Post: Feb 1, 2013 3:59 PM

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Matt J

Posts: 4,997
Registered: 11/28/09
Re: First order optimality Measure
Posted: Feb 1, 2013 3:59 PM
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"George A." <> wrote in message <kee8r0$mka$>...
> Thank you for this Matt.
> No the bounds are the same in both cases [0,inf], and the tolerances as well


OK. Well, it could be happening for purely mathematical reasons. Consider even the very simple linear scalar lsq problem

min f(x) = (a*x)^2/2

where a=1e5. Then at x0=1e-8, the objective function is quite small

f(x0) = 5e-7

but the first order optimality measure, i.e. the derivative, is 100....considerably larger.

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