flags for gradient/hessian check and stop reasons

[Mohammad Ali Nazari]

Hello,

I am doing monte carlo simulations, and I would like to know if there is any realization/run of the code where the gradient/hessian is not checked out, i.e., the slopes are not equal.

I do not assume this could happen in general, that some of the realizations do check out the gradient/hession, and some of them do not, because the gradient is given to the toolbox. But just wanted to ask if there is a flag to see if checkgradient and checkhessian are successful (slopes are the same). 

Thanks and best regards,

Mohammad

[Nicolas Boumal]

Dear Mohammad,

No, this is not built-in. You could add it with options.statsfun and calling checkgradient / checkhessian from there. See the tutorial on the manopt webpage for how to use options.statsfun.

I should say, this would likely be quite expensive computationally.

Best,

Nicolas