Fix LevenbergMarquardtMinimizer stopping condition, addressing issue #1061

diluculo · diluculo · commit 3ae6980511e8 · 2024-02-29T09:27:50.000+09:00
diff --git a/src/Numerics/Optimization/LevenbergMarquardtMinimizer.cs b/src/Numerics/Optimization/LevenbergMarquardtMinimizer.cs
@@ -158,7 +158,7 @@ public NonlinearMinimizationResult Minimum(IObjectiveModel objective, Vector<dou
                     Pstep = Hessian.Solve(-Gradient);
 
                     // if ||ΔP|| <= xTol * (||P|| + xTol), found and stop
-                    if (Pstep.L2Norm() <= stepTolerance * (stepTolerance + P.DotProduct(P)))
+                    if (Pstep.L2Norm() <= stepTolerance * (P.L2Norm() + stepTolerance))
                     {
                         exitCondition = ExitCondition.RelativePoints;
                         break;

Original file line number	Diff line number	Diff line change
`@@ -158,7 +158,7 @@ public NonlinearMinimizationResult Minimum(IObjectiveModel objective, Vector<dou`
`158`	`158`	`Pstep = Hessian.Solve(-Gradient);`
`159`	`159`
`160`	`160`	`// if \|\|ΔP\|\| <= xTol * (\|\|P\|\| + xTol), found and stop`
`161`		`- if (Pstep.L2Norm() <= stepTolerance * (stepTolerance + P.DotProduct(P)))`
	`161`	`+ if (Pstep.L2Norm() <= stepTolerance * (P.L2Norm() + stepTolerance))`
`162`	`162`	`{`
`163`	`163`	`exitCondition = ExitCondition.RelativePoints;`
`164`	`164`	`break;`