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Is it OK to request termination in "jac" callback?
http://forum.alglib.net/viewtopic.php?f=2&t=4612
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Author:  mfabjancic [ Wed Aug 07, 2024 5:56 am ]
Post subject:  Is it OK to request termination in "jac" callback?

Hi,

The documentation for minnlcrequesttermination states

Quote:
It should be called from user-supplied callback when user decides that it is time to "smoothly" terminate optimization process.


It is not clear whether "user-supplied callback" means just the "rep" callback, or both "jac" and "rep" callbacks passed to minnlcoptimize.

Thanks.

Author:  Sergey.Bochkanov [ Wed Aug 07, 2024 4:09 pm ]
Post subject:  Re: Is it OK to request termination in "jac" callback?

Hi!

Any callback will do. This function sets a flag variable that is routinely checking by the optimizer at 'safe' points, so you can call it at any moment and from any source. The optimizer checks this flag only when it is ready to safely stop.

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