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Fix default of allow_f_increases and allow_outer_f_increases in docs #1127

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merged 2 commits into from
Mar 21, 2025
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Fix default of allow_f_increases and allow_outer_f_increases in docs #1127

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d8d34ae
fix default of allow_f_increases in docs
JoshuaLampert Jan 24, 2025
8417301
also fix allow_outer_f_increases
JoshuaLampert Jan 24, 2025
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4 changes: 2 additions & 2 deletions docs/src/user/config.md
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Expand Up @@ -44,7 +44,7 @@ In addition to the solver, you can alter the behavior of the Optim package by us
* `f_calls_limit`: A soft upper limit on the number of objective calls. Defaults to `0` (unlimited).
* `g_calls_limit`: A soft upper limit on the number of gradient calls. Defaults to `0` (unlimited).
* `h_calls_limit`: A soft upper limit on the number of Hessian calls. Defaults to `0` (unlimited).
* `allow_f_increases`: Allow steps that increase the objective value. Defaults to `false`. Note that, when setting this to `true`, the last iterate will be returned as the minimizer even if the objective increased.
* `allow_f_increases`: Allow steps that increase the objective value. Defaults to `true`. Note that, when this setting is `true`, the last iterate will be returned as the minimizer even if the objective increased.
* `iterations`: How many iterations will run before the algorithm gives up? Defaults to `1_000`.
* `store_trace`: Should a trace of the optimization algorithm's state be stored? Defaults to `false`.
* `show_trace`: Should a trace of the optimization algorithm's state be shown on `stdout`? Defaults to `false`.
Expand All @@ -60,7 +60,7 @@ Box constrained optimization has additional keywords to alter the behavior of th
* `outer_x_tol`: Absolute tolerance in changes of the input vector `x`, in infinity norm. Defaults to `0.0`.
* `outer_f_tol`: Relative tolerance in changes of the objective value. Defaults to `0.0`.
* `outer_g_tol`: Absolute tolerance in the gradient, in infinity norm. Defaults to `1e-8`. For gradient free methods, this will control the main convergence tolerance, which is solver specific.
* `allow_outer_f_increases`: Allow steps that increase the objective value. Defaults to `false`. Note that, when setting this to `true`, the last iterate will be returned as the minimizer even if the objective increased.
* `allow_outer_f_increases`: Allow steps that increase the objective value. Defaults to `true`. Note that, when this setting is `true`, the last iterate will be returned as the minimizer even if the objective increased.
* `outer_iterations`: How many iterations will run before the algorithm gives up? Defaults to `1_000`.

If you specify `outer_iterations = 10` and `iterations = 100`, the outer algorithm will run for `10` iterations, and for each outer iteration the inner algorithm will run for `100` iterations.
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