Dakota Reference Manual: convergence_tolerance

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convergence_tolerance

Stopping criterion based on objective function convergence

## Specification

Alias: none

Argument(s): REAL

Default: 1.e-4

## Description

The `convergence_tolerance` specification provides a real value for controlling the termination of iteration.

For optimization, it is most commonly a relative convergence tolerance for the objective function; i.e., if the change in the objective function between successive iterations divided by the previous objective function is less than the amount specified by convergence_tolerance, then this convergence criterion is satisfied on the current iteration.

Therefore, permissible values are between 0 and 1, non-inclusive.

NPSOL defines an internal optimality tolerance which is used in evaluating if an iterate satisfies the first-order Kuhn-Tucker conditions for a minimum. The magnitude of `convergence_tolerance` approximately specifies the number of significant digits of accuracy desired in the final objective function (e.g., `convergence_tolerance` = `1.0e-6` will result in approximately six digits of accuracy in the final objective function).