I am wondering how the ‘ftol’ paramater in scipy.optimize.minimize(method=’SLSQP’) is used. In the documentation it just says, that it is the precision goal for the value of f, which could mean different things.
I know there is a paper where the original algorithm is explained; you can find it here:
http://yetanothermathprogrammingconsultant.blogspot.com/2022/02/slsqp-original-paper.html
However, I am not able to find the stopping criterion herein. Scipy provides a wrapper to the algorithm explained in that paper, which, I believe, is written in FORTRAN and not easy to read.
Thank you in advance!
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