Motivation
PyProximal solvers are currently only stopped when the maximum number of iterations is reached.
It is desirable to introduce stopping criteria to prematurely stop a solver based on some condition. A first attempt at introducing a stopping criterion to ProximalPoint and ProximalGradient based on the change in objective function between two consecutive iterations can be found in #176
Definition of done
The same criterion should be implemented to all solvers
- More of such criteria should be implemented (e.g., operating only on one term of an objective function instead of the overall objective function)
Motivation
PyProximal solvers are currently only stopped when the maximum number of iterations is reached.
It is desirable to introduce stopping criteria to prematurely stop a solver based on some condition. A first attempt at introducing a stopping criterion to ProximalPoint and ProximalGradient based on the change in objective function between two consecutive iterations can be found in #176
Definition of done
The same criterion should be implemented to all solvers