1Blurb:: Stopping criterion based on objective function or statistics convergence
2
3Description::
4The \c convergence_tolerance specification provides a real value for
5controlling the termination of iteration.
6
7For optimization, it is most commonly a <b>relative convergence
8tolerance</b> for the objective function; i.e., if the change in the
9objective function between successive iterations divided by the
10previous objective function is less than the amount specified by
11convergence_tolerance, then this convergence criterion is satisfied on
12the current iteration.
13
14Therefore, permissible values are between 0 and 1, non-inclusive.
15
16<b> Behavior Varies by Package/Library </b>
17
18This control is used with most optimization and least squares
19iterators (DOT, CONMIN, NLPQLP, NPSOL, NLSSOL, OPT++, and SCOLIB).
20Most other Dakota methods (such as DACE or parameter studies) do not use
21this control, but some adaptive methods, such as adaptive UQ, do.
22
23Since no progress may be made on one iteration followed by significant
24progress on a subsequent iteration, some libraries require that the
25convergence tolerance be satisfied on two or more consecutive
26iterations prior to termination of iteration.
27
28Notes on each library:
29\li DOT: relative tolerance that must be satisfied for two consecutive iterations
30\li NL2SOL: See \ref method-nl2sol
31\li NLPQLP: used as Lagrangian gradient norm tolerance (ACC), not as a relative convergence tolerance
32\li NPSOL: used as a line search tolerance, not as a relative convergence tolerance
33
34Topics::	method_independent_controls
35Examples::
36Theory::
37Faq::
38See_Also::
39