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add time-limit for univariate optimizers #949

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davidschlegel opened this issue Oct 8, 2021 · 3 comments
Open

add time-limit for univariate optimizers #949

davidschlegel opened this issue Oct 8, 2021 · 3 comments

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@davidschlegel
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Currently, Brent's method and GoldenSection only support a maximum number of iteration as a finite stopping criterium.
Currently, the signature of both these methods are:

function optimize(
        f, x_lower::T, x_upper::T,
        mo::Function;
        rel_tol::T = sqrt(eps(T)),
        abs_tol::T = eps(T),
        iterations::Integer = 1_000,
        store_trace::Bool = false,
        show_trace::Bool = false,
        callback = nothing,
        show_every = 1,
        extended_trace::Bool = false) where T <: AbstractFloat

It would be very important to add also a time limit.

@pkofod
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pkofod commented Oct 31, 2021

That would be consistent with multivariate optimizaiton, yes.

@christianhauschel
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I'd love to have this too

@pkofod
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pkofod commented Apr 12, 2024

Would you be up to try to implement it? I don't think it should be that hard. You can just mimic it for multivariate.

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