Fix stop condition and add Y/A normalization #141
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## john-development #141 +/- ##
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I will merge this, though we should definitely revisit whether we want to be implementing our own optimizer rather than using a standard one.... |
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I agree. Already certain portions have been made more standard, such as using cvxpy instead of the custom mkr_box in the original. |
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The program now correctly stops when objective function improvement slows down. Since we are not yet using a Hessian like the MATLAB, we converge slower and a stricter condition and longer runtime would be needed for the same performance.