This parameter can be set to desirable accuracy with respect to the argument of the performance function. It specifies the maximum number of main iterations. ConvergenceGoal is an option to stop VariableMetricAlgorithm when the value of performance function is less than ConvergenceGoal. OutputList option specifies parameters to be printed. OutputList is an option of VariableMetricAlgorithm specifying print outputs of the algorithm.
OutputList option specifies parameters to be printed.
The current version does not include constraints. However, they can be included, for example, with nonsmooth penalty function. Initial stepsize can be set with the option InitialStepsize. OutputList option specifies parameters to be printed.