Stopping Criterion based on shortest edge of hyperrectangle

Specification

Alias: none

Argument(s): REAL

Default: 1.0e-4

Description

min_boxsize_limit is a setting that terminates the optimization when the measure of a hyperrectangle S with f(c(S)) = fmin is less than min_boxsize_limit.

Each subregion considered by DIRECT has a size, which corresponds to the longest diagonal of the subregion.

min_boxsize_limit specification terminates DIRECT if the size of the smallest subregion falls below this threshold.

In practice, this specification is likely to be more effective at limiting DIRECT's search.